-80.4%
PATH vs TMF
-85.6%
+5.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.6% |
| 7D | -4.8% | +4.0% | -8.8% | -5.2% |
| 30D | +2.7% | +19.5% | -16.8% | +0.5% |
| 3M | -4.2% | -3.5% | -0.6% | -3.9% |
| 6M | +24.7% | -10.6% | +35.3% | +26.1% |
| YTD | -17.6% | -17.1% | -0.5% | -16.1% |
| 1Y | -5.3% | -24.3% | +18.9% | -2.7% |
| 3Y | -22.0% | -27.2% | +5.2% | -21.3% |
| 5Y | -76.5% | -87.6% | +11.1% | -75.1% |
| All | -80.4% | -85.6% | +5.2% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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