-79.7%
PATH vs TMO
+26.4%
-106.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.8% | -6.0% | -6.7% |
| 7D | -22.8% | +0.4% | -23.2% | -22.8% |
| 30D | -6.9% | +1.5% | -8.4% | -7.7% |
| 3M | +25.4% | +28.5% | -3.1% | +5.8% |
| 6M | +18.1% | +20.4% | -2.2% | +3.5% |
| YTD | -14.5% | +4.3% | -18.8% | -17.6% |
| 1Y | +18.7% | +24.1% | -5.4% | +0.5% |
| 3Y | -24.2% | +17.5% | -41.7% | -34.8% |
| 5Y | -75.2% | +6.8% | -82.0% | -77.5% |
| All | -79.7% | +26.4% | -106.0% | -82.7% |
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