+1,090.2%
ATI vs TCOM
-9.8%
+1,100.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -5.6% | -4.9% | -0.7% | -4.2% |
| 30D | -13.7% | -14.4% | +0.7% | -9.8% |
| 3M | -0.4% | -17.7% | +17.3% | +4.7% |
| 6M | +26.2% | -25.1% | +51.3% | +36.5% |
| YTD | +73.2% | -45.7% | +118.9% | +104.5% |
| 1Y | +161.6% | -47.9% | +209.5% | +212.3% |
| 3Y | +346.2% | +8.9% | +337.2% | +292.1% |
| 5Y | +1,047.6% | +26.9% | +1,020.8% | +761.5% |
| All | +1,090.2% | -9.8% | +1,100.0% | +843.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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