-74.5%
PATH vs TOST
-45.8%
-28.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.6% | +0.1% |
| 7D | -4.8% | +10.7% | -15.5% | -9.8% |
| 30D | +2.7% | +17.7% | -15.1% | -5.9% |
| 3M | -4.2% | +4.6% | -8.8% | -7.1% |
| 6M | +24.7% | +20.3% | +4.5% | +12.1% |
| YTD | -17.6% | -0.4% | -17.2% | -18.5% |
| 1Y | -5.3% | -0.8% | -4.6% | -6.7% |
| 3Y | -22.0% | +102.2% | -124.2% | -51.5% |
| 5Y | -76.5% | -41.3% | -35.2% | -81.7% |
| All | -74.5% | -45.8% | -28.7% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 10y: compounded portfolio wealth divided by compounded TOST 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…
10y analysis · Full analysis span regression · 6 months rolling