+17.1%
PATH vs TEM
+89.0%
-72.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.8% | +5.7% | +3.4% |
| 7D | -4.8% | -1.3% | -3.5% | -4.8% |
| 30D | +2.7% | -9.5% | +12.2% | +4.0% |
| 3M | -4.2% | +60.7% | -64.9% | -14.8% |
| 6M | +24.7% | +35.5% | -10.7% | +13.8% |
| YTD | -17.6% | +28.0% | -45.6% | -24.3% |
| 1Y | -5.3% | -10.5% | +5.2% | -7.8% |
| All | +17.1% | +89.0% | -72.0% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling