-6.1%
PATH vs TTD
-81.8%
+75.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -4.4% | -12.3% | -15.3% |
| 7D | -16.3% | +6.3% | -22.6% | -17.7% |
| 30D | +9.9% | -23.9% | +33.8% | +17.7% |
| 3M | +30.2% | -31.4% | +61.5% | +44.1% |
| 6M | +37.2% | -42.7% | +79.9% | +58.7% |
| YTD | -7.3% | -62.0% | +54.7% | +20.3% |
| 1Y | +40.0% | -72.2% | +112.2% | +97.8% |
| All | -6.1% | -81.8% | +75.7% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling