-76.8%
PATH vs TSEM
+272.4%
-349.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -12.0% | +8.3% | -1.8% |
| 7D | -5.6% | -30.3% | +24.7% | -0.5% |
| 30D | -0.7% | -49.3% | +48.6% | +9.7% |
| 3M | -5.9% | -38.0% | +32.1% | -0.5% |
| 6M | +21.6% | -41.9% | +63.5% | +23.5% |
| YTD | -20.6% | +11.6% | -32.2% | -36.9% |
| 1Y | -10.6% | +50.5% | -61.0% | -37.3% |
| 3Y | -24.9% | +445.3% | -470.2% | -69.1% |
| 5Y | -76.8% | +272.2% | -349.1% | -88.2% |
| All | -76.8% | +272.4% | -349.3% | -88.2% |
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