-75.7%
PATH vs TTD
-81.6%
+5.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -4.4% | -12.3% | -14.7% |
| 7D | -16.3% | +6.3% | -22.6% | -18.4% |
| 30D | +9.9% | -23.9% | +33.8% | +21.1% |
| 3M | +30.2% | -31.4% | +61.5% | +50.4% |
| 6M | +37.2% | -42.7% | +79.9% | +69.0% |
| YTD | -7.3% | -62.0% | +54.7% | +36.3% |
| 1Y | +40.0% | -72.2% | +112.2% | +135.9% |
| 3Y | -4.4% | -81.9% | +77.5% | +56.3% |
| All | -75.7% | -81.6% | +5.9% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling