-81.2%
PATH vs NTAP
+165.3%
-246.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.2% | -2.4% |
| 7D | -2.7% | -5.0% | +2.3% | -0.4% |
| 30D | -3.7% | -25.8% | +22.0% | +12.2% |
| 3M | -13.8% | -6.9% | -6.9% | -13.2% |
| 6M | +20.3% | +50.0% | -29.7% | -13.3% |
| YTD | -20.8% | +66.9% | -87.7% | -47.7% |
| 1Y | -9.2% | +58.3% | -67.5% | -37.7% |
| 3Y | -21.8% | +145.1% | -166.9% | -65.7% |
| 5Y | -77.4% | +114.2% | -191.6% | -89.3% |
| All | -81.2% | +165.3% | -246.4% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling