-5.8%
PATH vs TTMI
+6.4%
-12.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.2% |
| 7D | +2.1% | +11.4% | -9.3% | +2.7% |
| 30D | +1.6% | -28.3% | +29.9% | -0.1% |
| 3M | -20.4% | -46.7% | +26.2% | -22.8% |
| 6M | +40.1% | -56.1% | +96.2% | +35.2% |
| YTD | -19.0% | +7.4% | -26.4% | -32.2% |
| 1Y | -5.8% | +17.4% | -23.2% | -25.8% |
| All | -5.8% | +6.4% | -12.2% | -25.8% |
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