-81.1%
PATH vs TCOM
+20.2%
-101.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -4.6% |
| 7D | -5.6% | +13.6% | -19.2% | -9.6% |
| 30D | -0.7% | +14.5% | -15.2% | -5.2% |
| 3M | -5.9% | -4.7% | -1.2% | -4.7% |
| 6M | +21.6% | -16.4% | +38.0% | +28.0% |
| YTD | -20.6% | -39.1% | +18.5% | -7.7% |
| 1Y | -10.6% | -37.8% | +27.3% | +3.3% |
| 3Y | -24.9% | +31.1% | -56.0% | -37.3% |
| 5Y | -76.8% | +45.7% | -122.5% | -83.9% |
| All | -81.1% | +20.2% | -101.4% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling