-81.0%
PATH vs TDG
+151.8%
-232.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.5% |
| 7D | -2.7% | +2.3% | -5.0% | -4.0% |
| 30D | -1.4% | +11.2% | -12.5% | -7.7% |
| 3M | -16.4% | +0.2% | -16.7% | -17.0% |
| 6M | +23.3% | +3.9% | +19.4% | +18.1% |
| YTD | -19.8% | -6.4% | -13.4% | -19.3% |
| 1Y | -8.6% | -3.8% | -4.8% | -9.6% |
| 3Y | -24.0% | +46.8% | -70.8% | -50.2% |
| 5Y | -77.1% | +128.3% | -205.4% | -90.0% |
| All | -81.0% | +151.8% | -232.7% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 10y: compounded portfolio wealth divided by compounded TDG 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…
10y analysis · Full analysis span regression · 6 months rolling