-8.1%
PATH vs TSEM
+53.4%
-61.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | +0.7% | +20.5% | -19.8% | +1.9% |
| 30D | -1.1% | -29.0% | +27.8% | -3.4% |
| 3M | -14.2% | -39.4% | +25.2% | -16.3% |
| 6M | +30.9% | -28.5% | +59.4% | +29.3% |
| YTD | -20.1% | +34.4% | -54.5% | -24.4% |
| 1Y | -8.1% | +48.3% | -56.4% | -13.9% |
| All | -8.1% | +53.4% | -61.5% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling