-81.1%
PATH vs TAP
-4.8%
-76.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.2% |
| 7D | -5.6% | +7.7% | -13.3% | -7.3% |
| 30D | -0.7% | +14.4% | -15.1% | -4.1% |
| 3M | -5.9% | +2.0% | -7.9% | -6.6% |
| 6M | +21.6% | +2.5% | +19.1% | +20.4% |
| YTD | -20.6% | -6.4% | -14.2% | -20.3% |
| 1Y | -10.6% | -2.3% | -8.3% | -11.5% |
| 3Y | -24.9% | -20.3% | -4.6% | -21.3% |
| 5Y | -76.8% | +6.9% | -83.7% | -76.6% |
| All | -81.1% | -4.8% | -76.3% | -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