-22.9%
PATH vs BTDR
+41.1%
-64.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.6% | +9.9% | +2.4% |
| 7D | +2.1% | -6.9% | +9.0% | +2.7% |
| 30D | +1.6% | -31.5% | +33.1% | +5.5% |
| 3M | -20.4% | -36.1% | +15.6% | -17.5% |
| 6M | +40.1% | -57.6% | +97.8% | +49.3% |
| YTD | -19.0% | -50.0% | +31.0% | -18.1% |
| 1Y | -5.8% | -49.6% | +43.8% | -5.2% |
| 3Y | -22.9% | +48.5% | -71.5% | -46.3% |
| All | -22.9% | +41.1% | -64.0% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling