+12.7%
PATH vs TEM
+76.1%
-63.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.9% | +3.1% | -2.4% |
| 7D | -5.6% | -9.5% | +3.9% | -4.0% |
| 30D | -0.7% | -2.2% | +1.5% | -0.7% |
| 3M | -5.9% | +50.8% | -56.7% | -15.3% |
| 6M | +21.6% | +30.3% | -8.7% | +11.7% |
| YTD | -20.6% | +19.3% | -39.9% | -26.1% |
| 1Y | -10.6% | -14.4% | +3.8% | -12.1% |
| All | +12.7% | +76.1% | -63.3% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling