-9.6%
PATH vs TMO
+25.9%
-35.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -2.3% | +2.8% | -5.1% | -3.1% |
| 30D | -4.8% | +9.1% | -14.0% | -7.3% |
| 3M | -17.7% | +19.9% | -37.6% | -22.5% |
| 6M | +18.9% | +54.7% | -35.8% | +0.5% |
| YTD | -21.7% | +24.3% | -46.0% | -22.2% |
| 1Y | -9.6% | +25.0% | -34.7% | -9.6% |
| All | -9.6% | +25.9% | -35.6% | -9.6% |
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