-77.0%
PATH vs TDY
+38.0%
-115.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -3.1% |
| 7D | -5.3% | -6.0% | +0.7% | -1.7% |
| 30D | -0.5% | +2.4% | -2.9% | -2.8% |
| 3M | -7.1% | -10.0% | +2.9% | -1.2% |
| 6M | +23.8% | -4.0% | +27.8% | +24.2% |
| YTD | -20.7% | +21.1% | -41.8% | -36.4% |
| 1Y | -8.1% | +22.1% | -30.2% | -26.6% |
| 3Y | -21.8% | +64.0% | -85.8% | -54.5% |
| All | -77.0% | +38.0% | -115.0% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling