+2,801.3%
ATI vs TCOM
+2,694.8%
+106.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.3% |
| 7D | -0.1% | -9.5% | +9.5% | +3.2% |
| 30D | +2.7% | -10.7% | +13.4% | +6.4% |
| 3M | +16.3% | -14.6% | +30.9% | +21.2% |
| 6M | +30.2% | -19.3% | +49.5% | +38.1% |
| YTD | +83.6% | -42.9% | +126.5% | +116.1% |
| 1Y | +173.0% | -43.8% | +216.8% | +222.4% |
| 3Y | +356.6% | +2.1% | +354.5% | +312.9% |
| 5Y | +1,074.2% | +31.2% | +1,043.0% | +763.8% |
| 10Y | +1,136.2% | -13.9% | +1,150.1% | +901.0% |
| All | +2,801.3% | +2,694.8% | +106.6% | +584.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling