-80.4%
PATH vs TSEM
+425.6%
-506.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -8.7% | +11.6% | +4.4% |
| 7D | -4.8% | -23.1% | +18.3% | -0.7% |
| 30D | +2.7% | -40.4% | +43.0% | +11.5% |
| 3M | -4.2% | -37.9% | +33.7% | +2.1% |
| 6M | +24.7% | -30.8% | +55.6% | +22.6% |
| YTD | -17.6% | +26.7% | -44.3% | -36.5% |
| 1Y | -5.3% | +80.5% | -85.8% | -37.3% |
| 3Y | -22.0% | +519.5% | -541.5% | -69.9% |
| 5Y | -76.5% | +325.3% | -401.8% | -89.3% |
| All | -80.4% | +425.6% | -506.0% | -91.9% |
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 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