-78.0%
PATH vs TCOM
+12.6%
-90.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.9% | -15.7% | -16.3% |
| 7D | -16.3% | -9.5% | -6.8% | -13.5% |
| 30D | +9.9% | -10.7% | +20.6% | +14.0% |
| 3M | +30.2% | -14.6% | +44.8% | +36.7% |
| 6M | +37.2% | -19.3% | +56.5% | +46.3% |
| YTD | -7.3% | -42.9% | +35.6% | +10.4% |
| 1Y | +40.0% | -43.8% | +83.8% | +67.6% |
| 3Y | -4.4% | +2.1% | -6.5% | -12.5% |
| 5Y | -76.0% | +31.2% | -107.2% | -82.9% |
| All | -78.0% | +12.6% | -90.6% | -83.9% |
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