-21.8%
PATH vs TSEM
+441.7%
-463.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -12.0% | +8.3% | -2.5% |
| 7D | -5.6% | -30.3% | +24.7% | -2.4% |
| 30D | -0.7% | -49.3% | +48.6% | +5.7% |
| 3M | -5.9% | -38.0% | +32.1% | -2.5% |
| 6M | +21.6% | -41.9% | +63.5% | +21.9% |
| YTD | -20.6% | +11.6% | -32.2% | -36.5% |
| 1Y | -10.6% | +50.5% | -61.0% | -36.9% |
| All | -21.8% | +441.7% | -463.5% | -71.7% |
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