-78.0%
PATH vs TTMI
+743.0%
-820.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +8.8% | -25.5% | -18.6% |
| 7D | -16.3% | +5.9% | -22.2% | -17.7% |
| 30D | +9.9% | -4.3% | +14.2% | +10.0% |
| 3M | +30.2% | -32.0% | +62.2% | +38.5% |
| 6M | +37.2% | +19.5% | +17.8% | +17.0% |
| YTD | -7.3% | +82.0% | -89.4% | -35.8% |
| 1Y | +40.0% | +172.6% | -132.6% | -20.6% |
| 3Y | -4.4% | +744.7% | -749.1% | -70.7% |
| 5Y | -76.0% | +805.6% | -881.6% | -93.2% |
| All | -78.0% | +743.0% | -820.9% | -93.3% |
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