-77.4%
PATH vs TD
+105.4%
-182.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -1.3% |
| 7D | -2.7% | -0.6% | -2.1% | -2.2% |
| 30D | -3.7% | +7.9% | -11.7% | -9.3% |
| 3M | -13.8% | +3.1% | -16.9% | -15.9% |
| 6M | +20.3% | +17.2% | +3.1% | +4.4% |
| YTD | -20.8% | +34.7% | -55.6% | -39.7% |
| 1Y | -9.2% | +56.9% | -66.1% | -39.8% |
| 3Y | -21.8% | +134.7% | -156.5% | -64.7% |
| 5Y | -77.4% | +104.8% | -182.2% | -87.1% |
| All | -77.4% | +105.4% | -182.8% | -87.1% |
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