-78.0%
PATH vs TTD
-78.9%
+0.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -4.4% | -12.3% | -14.8% |
| 7D | -16.3% | +6.3% | -22.6% | -18.3% |
| 30D | +9.9% | -23.9% | +33.8% | +20.8% |
| 3M | +30.2% | -31.4% | +61.5% | +49.8% |
| 6M | +37.2% | -42.7% | +79.9% | +68.1% |
| YTD | -7.3% | -62.0% | +54.7% | +34.8% |
| 1Y | +40.0% | -72.2% | +112.2% | +132.4% |
| 3Y | -4.4% | -81.9% | +77.5% | +55.5% |
| 5Y | -76.0% | -81.5% | +5.5% | -65.5% |
| All | -78.0% | -78.9% | +0.9% | -70.1% |
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