-81.0%
PATH vs TSEM
+457.6%
-538.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +0.7% | +20.5% | -19.8% | -2.6% |
| 30D | -1.1% | -29.0% | +27.8% | +4.1% |
| 3M | -14.2% | -39.4% | +25.2% | -7.9% |
| 6M | +30.9% | -28.5% | +59.4% | +28.3% |
| YTD | -20.1% | +34.4% | -54.5% | -39.2% |
| 1Y | -8.1% | +48.3% | -56.4% | -33.1% |
| 3Y | -24.3% | +543.5% | -567.8% | -70.9% |
| 5Y | -75.6% | +331.4% | -407.0% | -88.7% |
| All | -81.0% | +457.6% | -538.6% | -92.2% |
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