-77.1%
PATH vs TKO
+288.0%
-365.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -2.7% | +3.1% | -5.9% | -3.9% |
| 30D | -1.4% | +15.0% | -16.4% | -6.7% |
| 3M | -16.4% | +2.9% | -19.3% | -17.7% |
| 6M | +23.3% | +9.0% | +14.3% | +18.3% |
| YTD | -19.8% | -3.4% | -16.4% | -20.0% |
| 1Y | -8.6% | +12.8% | -21.4% | -14.4% |
| 3Y | -24.0% | +158.0% | -182.0% | -52.3% |
| 5Y | -77.1% | +285.4% | -362.5% | -91.7% |
| All | -77.1% | +288.0% | -365.1% | -91.7% |
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