-21.8%
PATH vs TTD
-83.9%
+62.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -2.8% |
| 7D | -5.6% | -1.9% | -3.7% | -5.1% |
| 30D | -0.7% | +7.5% | -8.2% | -2.9% |
| 3M | -5.9% | -32.4% | +26.6% | +4.0% |
| 6M | +21.6% | -47.9% | +69.5% | +44.7% |
| YTD | -20.6% | -66.3% | +45.6% | +4.7% |
| 1Y | -10.6% | -73.1% | +62.6% | +24.9% |
| All | -21.8% | -83.9% | +62.1% | +1.9% |
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