-81.2%
PATH vs TMO
+51.3%
-132.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.0% | -2.4% |
| 7D | -2.7% | +5.7% | -8.4% | -6.0% |
| 30D | -3.7% | +9.7% | -13.4% | -9.0% |
| 3M | -13.8% | +21.6% | -35.3% | -23.9% |
| 6M | +20.3% | +55.5% | -35.2% | -10.2% |
| YTD | -20.8% | +24.9% | -45.7% | -32.0% |
| 1Y | -9.2% | +26.5% | -35.7% | -22.9% |
| 3Y | -21.8% | +64.0% | -85.8% | -47.1% |
| 5Y | -77.4% | +18.3% | -95.8% | -81.4% |
| All | -81.2% | +51.3% | -132.5% | -85.7% |
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