-81.1%
PATH vs TTMI
+317.6%
-398.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -15.2% | +11.5% | -0.8% |
| 7D | -5.6% | -29.0% | +23.4% | +0.3% |
| 30D | -0.7% | -53.1% | +52.4% | +12.8% |
| 3M | -5.9% | -52.6% | +46.7% | +5.3% |
| 6M | +21.6% | -61.0% | +82.6% | +37.0% |
| YTD | -20.6% | -9.8% | -10.8% | -38.6% |
| 1Y | -10.6% | -11.2% | +0.6% | -31.3% |
| 3Y | -24.9% | +325.0% | -349.9% | -74.4% |
| 5Y | -76.8% | +335.4% | -412.2% | -92.8% |
| All | -81.1% | +317.6% | -398.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling