-6.1%
PATH vs TSEM
+629.0%
-635.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +7.8% | -24.5% | -17.5% |
| 7D | -16.3% | +6.9% | -23.2% | -17.1% |
| 30D | +9.9% | +5.3% | +4.6% | +8.7% |
| 3M | +30.2% | -14.9% | +45.1% | +30.3% |
| 6M | +37.2% | +80.0% | -42.8% | +8.3% |
| YTD | -7.3% | +89.4% | -96.7% | -29.7% |
| 1Y | +40.0% | +253.1% | -213.1% | -18.0% |
| All | -6.1% | +629.0% | -635.1% | -61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling