-25.8%
PATH vs TD
+133.6%
-159.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -2.3% | -0.7% | -1.6% | -1.9% |
| 30D | -4.8% | +7.6% | -12.4% | -8.5% |
| 3M | -17.7% | +3.0% | -20.7% | -18.9% |
| 6M | +18.9% | +16.8% | +2.1% | +7.8% |
| YTD | -21.7% | +34.3% | -56.1% | -35.9% |
| 1Y | -9.6% | +56.0% | -65.6% | -33.8% |
| 3Y | -25.8% | +132.4% | -158.2% | -57.3% |
| All | -25.8% | +133.6% | -159.4% | -57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling