-81.2%
PATH vs TDY
+45.2%
-126.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -3.0% |
| 7D | -5.3% | -6.0% | +0.7% | -1.8% |
| 30D | -0.5% | +2.4% | -2.9% | -2.6% |
| 3M | -7.1% | -10.0% | +2.9% | -1.5% |
| 6M | +23.8% | -4.0% | +27.8% | +24.2% |
| YTD | -20.7% | +21.1% | -41.8% | -35.6% |
| 1Y | -8.1% | +22.1% | -30.2% | -25.5% |
| 3Y | -21.8% | +64.0% | -85.8% | -52.4% |
| 5Y | -76.8% | +38.6% | -115.4% | -84.1% |
| All | -81.2% | +45.2% | -126.4% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling