-81.2%
PATH vs TDG
+142.1%
-223.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.5% |
| 7D | -5.3% | +4.4% | -9.7% | -7.8% |
| 30D | -0.5% | +9.2% | -9.7% | -6.0% |
| 3M | -7.1% | -5.2% | -2.0% | -4.9% |
| 6M | +23.8% | -2.9% | +26.8% | +23.6% |
| YTD | -20.7% | -10.0% | -10.7% | -18.3% |
| 1Y | -8.1% | -5.9% | -2.2% | -8.1% |
| 3Y | -21.8% | +57.6% | -79.4% | -52.8% |
| 5Y | -76.8% | +116.5% | -193.4% | -89.7% |
| All | -81.2% | +142.1% | -223.2% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling