-18.8%
PATH vs TAP
-18.4%
-0.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +2.3% |
| 7D | -4.8% | +9.9% | -14.7% | -6.7% |
| 30D | +2.7% | +18.1% | -15.5% | -1.2% |
| 3M | -4.2% | +3.2% | -7.4% | -5.1% |
| 6M | +24.7% | +8.4% | +16.3% | +22.2% |
| YTD | -17.6% | -4.4% | -13.2% | -17.8% |
| 1Y | -5.3% | +3.2% | -8.6% | -8.1% |
| All | -18.8% | -18.4% | -0.4% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling