-77.0%
PATH vs TTMI
+364.5%
-441.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.9% | -7.0% | -1.4% |
| 7D | -5.3% | -19.8% | +14.5% | -1.8% |
| 30D | -0.5% | -48.1% | +47.6% | +10.6% |
| 3M | -7.1% | -51.2% | +44.1% | +3.3% |
| 6M | +23.8% | -59.6% | +83.4% | +38.9% |
| YTD | -20.7% | -3.6% | -17.1% | -39.4% |
| 1Y | -8.1% | -2.3% | -5.7% | -31.1% |
| 3Y | -21.8% | +369.4% | -391.2% | -74.1% |
| All | -77.0% | +364.5% | -441.4% | -93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling