-21.8%
PATH vs TTMI
+355.9%
-377.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.9% | -7.0% | -0.7% |
| 7D | -5.3% | -19.8% | +14.5% | -3.7% |
| 30D | -0.5% | -48.1% | +47.6% | +4.6% |
| 3M | -7.1% | -51.2% | +44.1% | -2.1% |
| 6M | +23.8% | -59.6% | +83.4% | +31.1% |
| YTD | -20.7% | -3.6% | -17.1% | -36.7% |
| 1Y | -8.1% | -2.3% | -5.7% | -27.7% |
| 3Y | -21.8% | +369.4% | -391.2% | -70.1% |
| All | -21.8% | +355.9% | -377.7% | -70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling