They all pay their own way. So yes, outside of the top tier, making money on tour is a tall order. I don't know what the hard stats are, but I'd guess that it's a break even deal for many. Maybe you eek out a living at best.
In truth, almost all sports and entertainment works this way. We see the ones on tv and in other media who are super successful - Federer buying a jet to get his wife and twins around the world in - but the vast majority struggle financially. Mirrors the real world to a large degree. You know that old thing about 90% of the wealth being in 10% of the hands...
It's specific to the music industry, but Steve Albini wrote this great piece breaking it down when a band signs a big contract with a label...we all think they're rich...but...
http://www.ram.org/ramblings/philosophy/fmp/albini.htmlThe dynamics for a tour player would be different, but the results are probably very similar. We probably earn more money at the end of the year with our 9-5 gigs.
“Call me All-American, but I love Ham and Cheese sandwiches. And not just any old ham and cheese sandwich... My mother's is the best. I've tried many times to make these sandwiches on my own, but it's never the same.” ~ Donk