-21.8%
PATH vs TSEM
+468.0%
-489.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.8% | -4.9% | -0.6% |
| 7D | -5.3% | -17.5% | +12.2% | -3.7% |
| 30D | -0.5% | -44.7% | +44.1% | +5.0% |
| 3M | -7.1% | -38.9% | +31.7% | -3.5% |
| 6M | +23.8% | -36.7% | +60.5% | +22.4% |
| YTD | -20.7% | +17.0% | -37.6% | -36.8% |
| 1Y | -8.1% | +62.8% | -70.9% | -36.3% |
| 3Y | -21.8% | +471.3% | -493.1% | -71.9% |
| All | -21.8% | +468.0% | -489.8% | -71.9% |
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 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