-80.8%
PATH vs NTAP
+173.2%
-254.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.7% |
| 7D | +2.1% | +7.2% | -5.1% | -1.9% |
| 30D | +1.6% | -18.4% | +20.0% | +12.4% |
| 3M | -20.4% | -11.3% | -9.1% | -17.4% |
| 6M | +40.1% | +53.8% | -13.6% | -0.3% |
| YTD | -19.0% | +72.0% | -91.0% | -47.4% |
| 1Y | -5.8% | +68.0% | -73.8% | -37.7% |
| 3Y | -22.9% | +149.5% | -172.4% | -66.4% |
| 5Y | -75.3% | +125.6% | -200.9% | -88.6% |
| All | -80.8% | +173.2% | -254.0% | -90.9% |
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