-81.4%
PATH vs TKO
+280.5%
-361.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | -2.3% | +6.4% | -8.7% | -4.5% |
| 30D | -4.8% | +11.9% | -16.7% | -8.8% |
| 3M | -17.7% | +5.6% | -23.3% | -19.7% |
| 6M | +18.9% | +7.5% | +11.4% | +15.0% |
| YTD | -21.7% | -3.5% | -18.2% | -21.8% |
| 1Y | -9.6% | +13.0% | -22.6% | -14.9% |
| 3Y | -25.8% | +157.6% | -183.4% | -50.8% |
| 5Y | -77.1% | +288.2% | -365.3% | -89.0% |
| All | -81.4% | +280.5% | -361.9% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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