-81.1%
PATH vs TD
+134.8%
-216.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.3% | -0.7% |
| 7D | -5.6% | -3.2% | -2.3% | -3.2% |
| 30D | -0.7% | +4.9% | -5.6% | -4.3% |
| 3M | -5.9% | +2.3% | -8.2% | -7.5% |
| 6M | +21.6% | +17.8% | +3.8% | +5.6% |
| YTD | -20.6% | +33.5% | -54.1% | -38.4% |
| 1Y | -10.6% | +55.9% | -66.5% | -39.3% |
| 3Y | -24.9% | +131.5% | -156.4% | -64.3% |
| 5Y | -76.8% | +103.3% | -180.2% | -86.9% |
| All | -81.1% | +134.8% | -216.0% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling