-81.2%
PATH vs TMO
+45.7%
-126.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.6% |
| 7D | -5.3% | -0.3% | -5.0% | -5.2% |
| 30D | -0.5% | +4.9% | -5.5% | -3.5% |
| 3M | -7.1% | +19.9% | -27.0% | -17.3% |
| 6M | +23.8% | +47.2% | -23.3% | -4.4% |
| YTD | -20.7% | +20.2% | -40.9% | -30.3% |
| 1Y | -8.1% | +23.2% | -31.2% | -20.7% |
| 3Y | -21.8% | +54.2% | -76.0% | -44.8% |
| 5Y | -76.8% | +14.3% | -91.1% | -80.5% |
| All | -81.2% | +45.7% | -126.8% | -85.3% |
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 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