-77.0%
PATH vs TSEM
+273.4%
-350.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.8% | -4.9% | -0.8% |
| 7D | -5.3% | -17.5% | +12.2% | -2.7% |
| 30D | -0.5% | -44.7% | +44.1% | +8.4% |
| 3M | -7.1% | -38.9% | +31.7% | -1.5% |
| 6M | +23.8% | -36.7% | +60.5% | +23.5% |
| YTD | -20.7% | +17.0% | -37.6% | -37.5% |
| 1Y | -8.1% | +62.8% | -70.9% | -36.8% |
| 3Y | -21.8% | +471.3% | -493.1% | -68.1% |
| All | -77.0% | +273.4% | -350.4% | -88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling