-75.2%
PATH vs TMO
+11.6%
-86.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +2.1% | +0.8% | +1.3% | +1.5% |
| 30D | +1.6% | +4.0% | -2.4% | -1.0% |
| 3M | -20.4% | +17.6% | -38.0% | -28.7% |
| 6M | +40.1% | +57.3% | -17.1% | +2.1% |
| YTD | -19.0% | +21.2% | -40.2% | -29.7% |
| 1Y | -5.8% | +21.1% | -26.9% | -18.4% |
| 3Y | -22.9% | +58.8% | -81.8% | -48.6% |
| All | -75.2% | +11.6% | -86.8% | -80.0% |
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