-81.2%
PATH vs NTAP
+154.9%
-236.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -5.3% | -15.1% | +9.7% | +3.1% |
| 30D | -0.5% | -28.1% | +27.5% | +17.9% |
| 3M | -7.1% | -11.4% | +4.3% | -3.8% |
| 6M | +23.8% | +52.2% | -28.4% | -12.1% |
| YTD | -20.7% | +60.4% | -81.1% | -46.4% |
| 1Y | -8.1% | +51.0% | -59.1% | -35.1% |
| 3Y | -21.8% | +135.6% | -157.4% | -64.9% |
| 5Y | -76.8% | +107.5% | -184.4% | -88.8% |
| All | -81.2% | +154.9% | -236.0% | -90.7% |
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