-78.0%
PATH vs TMO
+28.6%
-106.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.8% | -15.9% | -16.2% |
| 7D | -16.3% | -1.4% | -15.0% | -15.6% |
| 30D | +9.9% | +6.2% | +3.7% | +6.0% |
| 3M | +30.2% | +27.5% | +2.7% | +10.4% |
| 6M | +37.2% | +20.0% | +17.3% | +20.4% |
| YTD | -7.3% | +6.1% | -13.5% | -11.7% |
| 1Y | +40.0% | +25.8% | +14.2% | +17.5% |
| 3Y | -4.4% | +11.2% | -15.6% | -14.0% |
| 5Y | -76.0% | +9.6% | -85.6% | -78.6% |
| All | -78.0% | +28.6% | -106.6% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling