+40.0%
PATH vs TTMI
+171.3%
-131.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +8.8% | -25.5% | -16.3% |
| 7D | -16.3% | +5.9% | -22.2% | -16.0% |
| 30D | +9.9% | -4.3% | +14.2% | +10.2% |
| 3M | +30.2% | -32.0% | +62.2% | +30.3% |
| 6M | +37.2% | +19.5% | +17.8% | +32.9% |
| YTD | -7.3% | +82.0% | -89.4% | -20.5% |
| 1Y | +40.0% | +172.6% | -132.6% | +8.4% |
| All | +40.0% | +171.3% | -131.3% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling