-80.4%
PATH vs TTD
-80.6%
+0.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +1.7% |
| 7D | -4.8% | +3.7% | -8.5% | -6.4% |
| 30D | +2.7% | +10.4% | -7.8% | -1.9% |
| 3M | -4.2% | -31.6% | +27.4% | +10.0% |
| 6M | +24.7% | -45.1% | +69.8% | +57.4% |
| YTD | -17.6% | -65.1% | +47.6% | +24.2% |
| 1Y | -5.3% | -72.0% | +66.7% | +56.6% |
| 3Y | -22.0% | -83.3% | +61.3% | +30.6% |
| 5Y | -76.5% | -81.7% | +5.2% | -65.6% |
| All | -80.4% | -80.6% | +0.2% | -72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling