-21.8%
PATH vs TD
+130.6%
-152.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.3% | -1.5% |
| 7D | -5.6% | -3.2% | -2.3% | -3.9% |
| 30D | -0.7% | +4.9% | -5.6% | -3.2% |
| 3M | -5.9% | +2.3% | -8.2% | -6.9% |
| 6M | +21.6% | +17.8% | +3.8% | +9.6% |
| YTD | -20.6% | +33.5% | -54.1% | -34.7% |
| 1Y | -10.6% | +55.9% | -66.5% | -34.3% |
| All | -21.8% | +130.6% | -152.4% | -54.4% |
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 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