-80.4%
PATH vs TAP
-2.8%
-77.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +2.2% |
| 7D | -4.8% | +9.9% | -14.7% | -7.0% |
| 30D | +2.7% | +18.1% | -15.5% | -1.6% |
| 3M | -4.2% | +3.2% | -7.4% | -5.2% |
| 6M | +24.7% | +8.4% | +16.3% | +21.8% |
| YTD | -17.6% | -4.4% | -13.2% | -17.6% |
| 1Y | -5.3% | +3.2% | -8.6% | -7.7% |
| 3Y | -22.0% | -18.6% | -3.4% | -18.7% |
| 5Y | -76.5% | +10.1% | -86.7% | -76.4% |
| All | -80.4% | -2.8% | -77.6% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling