-77.0%
PATH vs TMO
+13.4%
-90.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.7% |
| 7D | -5.3% | -0.3% | -5.0% | -5.2% |
| 30D | -0.5% | +4.9% | -5.5% | -3.6% |
| 3M | -7.1% | +19.9% | -27.0% | -17.7% |
| 6M | +23.8% | +47.2% | -23.3% | -5.4% |
| YTD | -20.7% | +20.2% | -40.9% | -30.7% |
| 1Y | -8.1% | +23.2% | -31.2% | -21.2% |
| 3Y | -21.8% | +54.2% | -76.0% | -46.3% |
| All | -77.0% | +13.4% | -90.4% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling