-78.0%
PATH vs TSEM
+685.4%
-763.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +7.8% | -24.5% | -18.1% |
| 7D | -16.3% | +6.9% | -23.2% | -17.7% |
| 30D | +9.9% | +5.3% | +4.6% | +7.9% |
| 3M | +30.2% | -14.9% | +45.1% | +30.1% |
| 6M | +37.2% | +80.0% | -42.8% | +3.7% |
| YTD | -7.3% | +89.4% | -96.7% | -32.7% |
| 1Y | +40.0% | +253.1% | -213.1% | -21.2% |
| 3Y | -4.4% | +642.1% | -646.5% | -62.2% |
| 5Y | -76.0% | +659.1% | -735.1% | -90.6% |
| All | -78.0% | +685.4% | -763.4% | -91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling