-75.5%
PATH vs TOST
-46.1%
-29.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.4% |
| 7D | -5.6% | +11.6% | -17.2% | -11.0% |
| 30D | -0.7% | +16.2% | -16.9% | -8.3% |
| 3M | -5.9% | +1.0% | -6.9% | -7.0% |
| 6M | +21.6% | +23.2% | -1.6% | +7.9% |
| YTD | -20.6% | -1.0% | -19.6% | -21.2% |
| 1Y | -10.6% | -9.9% | -0.7% | -7.4% |
| 3Y | -24.9% | +101.0% | -125.9% | -53.2% |
| 5Y | -76.8% | -40.4% | -36.4% | -81.9% |
| All | -75.5% | -46.1% | -29.3% | -81.1% |
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