-75.7%
PATH vs TDG
+131.6%
-207.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.4% | -17.0% | -16.9% |
| 7D | -16.3% | -2.0% | -14.3% | -15.3% |
| 30D | +9.9% | -7.4% | +17.3% | +14.8% |
| 3M | +30.2% | -5.4% | +35.5% | +32.9% |
| 6M | +37.2% | -11.6% | +48.9% | +44.7% |
| YTD | -7.3% | -12.6% | +5.3% | -2.3% |
| 1Y | +40.0% | -9.3% | +49.3% | +43.6% |
| 3Y | -4.4% | +49.2% | -53.6% | -41.3% |
| All | -75.7% | +131.6% | -207.3% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling