-79.2%
PATH vs BTDR
-38.7%
-40.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -12.8% | +12.5% | +1.0% |
| 7D | +0.7% | +15.4% | -14.8% | -1.0% |
| 30D | -1.1% | -33.4% | +32.3% | +2.2% |
| 3M | -14.2% | -32.0% | +17.9% | -12.1% |
| 6M | +30.9% | -52.2% | +83.1% | +36.1% |
| YTD | -20.1% | -45.3% | +25.2% | -19.7% |
| 1Y | -8.1% | -56.0% | +48.0% | -5.9% |
| 3Y | -24.3% | +54.4% | -78.7% | -34.6% |
| 5Y | -75.6% | -38.5% | -37.1% | -79.2% |
| All | -79.2% | -38.7% | -40.5% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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