-80.8%
PATH vs TSEM
+418.9%
-499.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.9% | +8.2% | +2.5% |
| 7D | +2.1% | +7.0% | -4.9% | +0.7% |
| 30D | +1.6% | -29.8% | +31.4% | +7.1% |
| 3M | -20.4% | -41.9% | +21.5% | -14.1% |
| 6M | +40.1% | -45.8% | +85.9% | +48.4% |
| YTD | -19.0% | +25.1% | -44.1% | -37.7% |
| 1Y | -5.8% | +48.2% | -54.1% | -32.4% |
| 3Y | -22.9% | +476.5% | -499.4% | -69.6% |
| 5Y | -75.3% | +301.4% | -376.7% | -88.5% |
| All | -80.8% | +418.9% | -499.6% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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