-71.3%
PATH vs TOST
-48.0%
-23.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.7% | -16.7% |
| 7D | -16.3% | -3.4% | -12.9% | -14.9% |
| 30D | +9.9% | -2.4% | +12.4% | +10.9% |
| 3M | +30.2% | +34.6% | -4.5% | +11.5% |
| 6M | +37.2% | +15.2% | +22.0% | +26.9% |
| YTD | -7.3% | -4.4% | -2.9% | -6.0% |
| 1Y | +40.0% | -17.4% | +57.4% | +51.0% |
| 3Y | -4.4% | +54.5% | -58.9% | -31.3% |
| All | -71.3% | -48.0% | -23.4% | -77.4% |
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