-23.7%
PATH vs TDG
+47.1%
-70.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.0% |
| 7D | -2.7% | +2.3% | -5.0% | -3.3% |
| 30D | -1.4% | +11.2% | -12.5% | -4.3% |
| 3M | -16.4% | +0.2% | -16.7% | -16.6% |
| 6M | +23.3% | +3.9% | +19.4% | +20.8% |
| YTD | -19.8% | -6.4% | -13.4% | -19.0% |
| 1Y | -8.6% | -3.8% | -4.8% | -8.5% |
| All | -23.7% | +47.1% | -70.8% | -45.7% |
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