+996.8%
ATI vs TAP
-48.8%
+1,045.6%
-82.4%
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% | -1.3% |
| 7D | +1.3% | -4.5% | +5.8% | +3.3% |
| 30D | -4.8% | +7.5% | -12.2% | -8.9% |
| 3M | -19.9% | -4.9% | -15.0% | -19.3% |
| 6M | +15.4% | -3.5% | +18.8% | +14.1% |
| YTD | +59.2% | -11.4% | +70.6% | +62.8% |
| 1Y | +86.3% | -10.8% | +97.1% | +89.2% |
| 3Y | +318.2% | -24.5% | +342.7% | +339.3% |
| 5Y | +958.6% | +2.5% | +956.2% | +767.5% |
| 10Y | +996.8% | -47.6% | +1,044.3% | +958.8% |
| All | +996.8% | -48.8% | +1,045.6% | +958.8% |
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