+12.7%
PATH vs TEM
+90.1%
-77.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.0% | -8.1% | -1.6% |
| 7D | -5.3% | +5.3% | -10.6% | -6.5% |
| 30D | -0.5% | +8.1% | -8.6% | -2.5% |
| 3M | -7.1% | +64.9% | -72.0% | -17.9% |
| 6M | +23.8% | +42.1% | -18.3% | +11.8% |
| YTD | -20.7% | +28.8% | -49.5% | -27.3% |
| 1Y | -8.1% | +5.5% | -13.6% | -12.8% |
| All | +12.7% | +90.1% | -77.5% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 10y: compounded portfolio wealth divided by compounded TEM 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…
10y analysis · Full analysis span regression · 6 months rolling