-81.0%
PATH vs TD
+137.1%
-218.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.2% |
| 7D | -2.7% | -3.1% | +0.3% | -0.4% |
| 30D | -1.4% | +6.7% | -8.0% | -6.1% |
| 3M | -16.4% | +3.1% | -19.5% | -18.4% |
| 6M | +23.3% | +17.6% | +5.6% | +7.3% |
| YTD | -19.8% | +34.8% | -54.6% | -38.3% |
| 1Y | -8.6% | +55.6% | -64.2% | -37.8% |
| 3Y | -24.0% | +133.1% | -157.2% | -64.1% |
| 5Y | -77.1% | +104.7% | -181.8% | -87.1% |
| All | -81.0% | +137.1% | -218.0% | -88.2% |
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