+18.7%
PATH vs TMO
+24.1%
-5.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.8% | -6.0% | -7.2% |
| 7D | -22.8% | +0.4% | -23.2% | -22.7% |
| 30D | -6.9% | +1.5% | -8.4% | -7.2% |
| 3M | +25.4% | +28.5% | -3.1% | +15.0% |
| 6M | +18.1% | +20.4% | -2.2% | +11.8% |
| YTD | -14.5% | +4.3% | -18.8% | -14.8% |
| 1Y | +18.7% | +24.1% | -5.4% | +17.3% |
| All | +18.7% | +24.1% | -5.3% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling