+84.4%
TSM vs PATH
+39.0%
+45.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -16.6% | +19.5% | +3.5% |
| 7D | +2.7% | -16.3% | +19.0% | +3.4% |
| 30D | +3.6% | +9.9% | -6.3% | +2.8% |
| 3M | -3.4% | +30.2% | -33.5% | -4.9% |
| 6M | +20.6% | +37.2% | -16.6% | +18.3% |
| YTD | +41.9% | -7.3% | +49.2% | +43.8% |
| 1Y | +84.4% | +40.0% | +44.4% | +79.2% |
| All | +84.4% | +39.0% | +45.4% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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