-77.0%
PATH vs TKO
+250.1%
-327.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | -5.3% | +5.7% | -11.0% | -7.4% |
| 30D | -0.5% | +6.9% | -7.5% | -3.2% |
| 3M | -7.1% | +2.4% | -9.5% | -8.4% |
| 6M | +23.8% | +1.1% | +22.7% | +22.4% |
| YTD | -20.7% | -7.5% | -13.2% | -19.5% |
| 1Y | -8.1% | +7.2% | -15.3% | -12.1% |
| 3Y | -21.8% | +131.3% | -153.2% | -48.4% |
| All | -77.0% | +250.1% | -327.1% | -90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling