-75.6%
PATH vs TDG
+121.1%
-196.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +1.7% |
| 7D | +0.7% | +1.2% | -0.5% | -0.1% |
| 30D | -1.1% | +8.1% | -9.3% | -6.2% |
| 3M | -14.2% | -2.6% | -11.5% | -13.4% |
| 6M | +30.9% | +1.0% | +29.9% | +27.1% |
| YTD | -20.1% | -9.5% | -10.5% | -17.9% |
| 1Y | -8.1% | -8.0% | 0.0% | -6.6% |
| 3Y | -24.3% | +41.8% | -66.1% | -51.8% |
| 5Y | -75.6% | +125.1% | -200.7% | -90.4% |
| All | -75.6% | +121.1% | -196.7% | -90.4% |
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