-81.0%
PATH vs TDY
+52.0%
-133.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +0.7% | +9.4% | -8.7% | -5.1% |
| 30D | -1.1% | +5.9% | -7.1% | -5.4% |
| 3M | -14.2% | -5.7% | -8.5% | -11.7% |
| 6M | +30.9% | +2.4% | +28.4% | +25.8% |
| YTD | -20.1% | +26.8% | -46.9% | -37.0% |
| 1Y | -8.1% | +24.7% | -32.7% | -26.2% |
| 3Y | -24.3% | +69.2% | -93.4% | -54.6% |
| 5Y | -75.6% | +45.7% | -121.3% | -83.7% |
| All | -81.0% | +52.0% | -133.0% | -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