-81.2%
PATH vs TDY
+51.0%
-132.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -2.7% |
| 7D | -2.7% | -2.5% | -0.2% | -1.5% |
| 30D | -3.7% | +4.8% | -8.5% | -7.2% |
| 3M | -13.8% | -6.9% | -6.8% | -10.5% |
| 6M | +20.3% | +3.5% | +16.8% | +14.7% |
| YTD | -20.8% | +26.0% | -46.8% | -37.3% |
| 1Y | -9.2% | +25.4% | -34.6% | -27.6% |
| 3Y | -21.8% | +70.9% | -92.7% | -53.6% |
| 5Y | -77.4% | +46.6% | -124.0% | -84.9% |
| All | -81.2% | +51.0% | -132.2% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling