-6.1%
PATH vs TDG
+49.0%
-55.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.4% | -17.0% | -16.7% |
| 7D | -16.3% | -2.0% | -14.3% | -15.8% |
| 30D | +9.9% | -7.4% | +17.3% | +12.3% |
| 3M | +30.2% | -5.4% | +35.5% | +31.5% |
| 6M | +37.2% | -11.6% | +48.9% | +41.7% |
| YTD | -7.3% | -12.6% | +5.3% | -4.4% |
| 1Y | +40.0% | -9.3% | +49.3% | +42.5% |
| All | -6.1% | +49.0% | -55.2% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling