-18.8%
PATH vs TOST
+100.6%
-119.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.6% | +0.3% |
| 7D | -4.8% | +10.7% | -15.5% | -9.4% |
| 30D | +2.7% | +17.7% | -15.1% | -5.1% |
| 3M | -4.2% | +4.6% | -8.8% | -6.9% |
| 6M | +24.7% | +20.3% | +4.5% | +13.1% |
| YTD | -17.6% | -0.4% | -17.2% | -19.1% |
| 1Y | -5.3% | -0.8% | -4.6% | -7.4% |
| All | -18.8% | +100.6% | -119.4% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling