+31.6%
PATH vs TEM
+61.6%
-29.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.6% | -16.6% |
| 7D | -16.3% | +0.9% | -17.2% | -16.5% |
| 30D | +9.9% | +38.4% | -28.5% | +2.1% |
| 3M | +30.2% | +23.7% | +6.5% | +22.8% |
| 6M | +37.2% | +26.0% | +11.2% | +28.3% |
| YTD | -7.3% | +9.4% | -16.8% | -11.0% |
| 1Y | +40.0% | -17.3% | +57.3% | +40.7% |
| All | +31.6% | +61.6% | -29.9% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling