-78.0%
PATH vs TDY
+43.3%
-121.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.5% | -17.1% | -16.9% |
| 7D | -16.3% | -1.8% | -14.5% | -15.4% |
| 30D | +9.9% | -10.7% | +20.6% | +18.0% |
| 3M | +30.2% | -1.3% | +31.4% | +29.6% |
| 6M | +37.2% | -10.6% | +47.8% | +44.8% |
| YTD | -7.3% | +19.6% | -26.9% | -23.6% |
| 1Y | +40.0% | +11.6% | +28.4% | +22.4% |
| 3Y | -4.4% | +45.2% | -49.6% | -34.6% |
| 5Y | -76.0% | +36.1% | -112.1% | -83.2% |
| All | -78.0% | +43.3% | -121.3% | -85.0% |
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