-81.2%
PATH vs TSEM
+385.1%
-466.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.8% | -4.9% | -0.9% |
| 7D | -5.3% | -17.5% | +12.2% | -2.4% |
| 30D | -0.5% | -44.7% | +44.1% | +9.4% |
| 3M | -7.1% | -38.9% | +31.7% | -0.9% |
| 6M | +23.8% | -36.7% | +60.5% | +23.6% |
| YTD | -20.7% | +17.0% | -37.6% | -38.2% |
| 1Y | -8.1% | +62.8% | -70.9% | -37.8% |
| 3Y | -21.8% | +471.3% | -493.1% | -69.4% |
| 5Y | -76.8% | +290.3% | -367.1% | -89.3% |
| All | -81.2% | +385.1% | -466.3% | -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