-81.4%
PATH vs TD
+136.3%
-217.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.9% |
| 7D | -2.3% | -0.7% | -1.6% | -1.8% |
| 30D | -4.8% | +7.6% | -12.4% | -10.0% |
| 3M | -17.7% | +3.0% | -20.7% | -19.6% |
| 6M | +18.9% | +16.8% | +2.1% | +4.1% |
| YTD | -21.7% | +34.3% | -56.1% | -39.6% |
| 1Y | -9.6% | +56.0% | -65.6% | -38.7% |
| 3Y | -25.8% | +132.4% | -158.2% | -64.9% |
| 5Y | -77.1% | +103.7% | -180.7% | -87.1% |
| All | -81.4% | +136.3% | -217.7% | -88.4% |
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