-81.4%
PATH vs TAP
-9.9%
-71.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -2.3% | -4.5% | +2.2% | -1.2% |
| 30D | -4.8% | +7.5% | -12.3% | -6.7% |
| 3M | -17.7% | -4.9% | -12.8% | -17.0% |
| 6M | +18.9% | -3.5% | +22.4% | +19.3% |
| YTD | -21.7% | -11.4% | -10.3% | -20.4% |
| 1Y | -9.6% | -10.8% | +1.1% | -8.4% |
| 3Y | -25.8% | -24.5% | -1.4% | -21.3% |
| 5Y | -77.1% | +2.5% | -79.5% | -76.6% |
| All | -81.4% | -9.9% | -71.5% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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