-80.8%
PATH vs TD
+136.1%
-216.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.1% | +1.1% | +1.0% | +1.2% |
| 30D | +1.6% | +5.2% | -3.6% | -2.2% |
| 3M | -20.4% | +1.2% | -21.7% | -21.2% |
| 6M | +40.1% | +17.7% | +22.4% | +21.8% |
| YTD | -19.0% | +34.2% | -53.3% | -37.5% |
| 1Y | -5.8% | +55.4% | -61.2% | -35.9% |
| 3Y | -22.9% | +130.4% | -153.3% | -63.2% |
| 5Y | -75.3% | +101.8% | -177.1% | -86.0% |
| All | -80.8% | +136.1% | -216.9% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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