-75.7%
PATH vs TD
+124.9%
-200.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.4% | -15.3% | -15.6% |
| 7D | -16.3% | +0.3% | -16.6% | -16.3% |
| 30D | +9.9% | +0.4% | +9.5% | +9.6% |
| 3M | +30.2% | +7.6% | +22.5% | +21.9% |
| 6M | +37.2% | +25.0% | +12.2% | +11.8% |
| YTD | -7.3% | +31.0% | -38.3% | -27.7% |
| 1Y | +40.0% | +65.2% | -25.2% | -11.3% |
| 3Y | -4.4% | +122.5% | -126.9% | -54.6% |
| All | -75.7% | +124.9% | -200.6% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling