-10.6%
PATH vs TOST
-6.2%
-4.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.3% |
| 7D | -5.6% | +11.6% | -17.2% | -12.3% |
| 30D | -0.7% | +16.2% | -16.9% | -10.3% |
| 3M | -5.9% | +1.0% | -6.9% | -7.3% |
| 6M | +21.6% | +23.2% | -1.6% | +3.2% |
| YTD | -20.6% | -1.0% | -19.6% | -22.4% |
| 1Y | -10.6% | -9.9% | -0.7% | -8.1% |
| All | -10.6% | -6.2% | -4.4% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling