-81.2%
PATH vs TSEM
+437.9%
-519.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.9% | -11.0% | -2.0% |
| 7D | -2.7% | -2.0% | -0.7% | -2.7% |
| 30D | -3.7% | -33.4% | +29.7% | +2.5% |
| 3M | -13.8% | -39.7% | +25.9% | -7.5% |
| 6M | +20.3% | -27.8% | +48.1% | +17.0% |
| YTD | -20.8% | +29.7% | -50.5% | -39.4% |
| 1Y | -9.2% | +81.1% | -90.4% | -39.8% |
| 3Y | -21.8% | +529.3% | -551.1% | -69.9% |
| 5Y | -77.4% | +315.0% | -392.4% | -89.5% |
| All | -81.2% | +437.9% | -519.1% | -92.3% |
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