-81.4%
PATH vs TMO
+50.6%
-132.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | -2.3% | +2.8% | -5.1% | -4.0% |
| 30D | -4.8% | +9.1% | -14.0% | -9.8% |
| 3M | -17.7% | +19.9% | -37.6% | -26.7% |
| 6M | +18.9% | +54.7% | -35.8% | -11.0% |
| YTD | -21.7% | +24.3% | -46.0% | -32.6% |
| 1Y | -9.6% | +25.0% | -34.7% | -22.7% |
| 3Y | -25.8% | +61.7% | -87.6% | -49.4% |
| 5Y | -77.1% | +16.2% | -93.3% | -81.0% |
| All | -81.4% | +50.6% | -132.0% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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