-81.2%
PATH vs TKO
+281.3%
-362.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.7% | -1.8% |
| 7D | -2.7% | +7.8% | -10.5% | -5.4% |
| 30D | -3.7% | +12.2% | -15.9% | -7.8% |
| 3M | -13.8% | +7.5% | -21.2% | -16.4% |
| 6M | +20.3% | +7.7% | +12.6% | +16.3% |
| YTD | -20.8% | -3.3% | -17.5% | -21.0% |
| 1Y | -9.2% | +11.1% | -20.3% | -14.0% |
| 3Y | -21.8% | +141.0% | -162.8% | -46.8% |
| 5Y | -77.4% | +278.8% | -356.2% | -89.1% |
| All | -81.2% | +281.3% | -362.5% | -91.2% |
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