-81.2%
PATH vs TTD
-81.1%
-0.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | -5.3% | +5.2% | -10.5% | -7.4% |
| 30D | -0.5% | +6.9% | -7.5% | -3.6% |
| 3M | -7.1% | -26.8% | +19.7% | +3.7% |
| 6M | +23.8% | -46.1% | +70.0% | +57.6% |
| YTD | -20.7% | -65.9% | +45.3% | +20.7% |
| 1Y | -8.1% | -71.8% | +63.8% | +51.7% |
| 3Y | -21.8% | -83.3% | +61.5% | +30.8% |
| 5Y | -76.8% | -81.1% | +4.3% | -66.3% |
| All | -81.2% | -81.1% | -0.1% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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