+228.4%
TSM vs PATH
-80.1%
+308.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.7% | -7.1% | -10.1% |
| 7D | -18.2% | -5.6% | -12.6% | -17.4% |
| 30D | -26.8% | -0.7% | -26.1% | -26.7% |
| 3M | -14.5% | -5.9% | -8.6% | -14.5% |
| 6M | -10.0% | +21.6% | -31.6% | -15.0% |
| YTD | +17.1% | -20.6% | +37.7% | +18.5% |
| 1Y | +21.5% | -10.6% | +32.1% | +19.0% |
| 3Y | +300.4% | -24.9% | +325.3% | +282.2% |
| 5Y | +224.7% | -76.8% | +301.5% | +238.3% |
| All | +228.4% | -80.1% | +308.5% | +245.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling