+930.3%
ATI vs TD
+300.0%
+630.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +4.2% | +1.1% | +3.0% | +2.9% |
| 30D | -2.5% | +5.2% | -7.7% | -8.0% |
| 3M | -19.4% | +1.2% | -20.6% | -20.9% |
| 6M | +11.1% | +17.7% | -6.7% | -8.4% |
| YTD | +59.5% | +34.2% | +25.3% | +13.9% |
| 1Y | +85.8% | +55.4% | +30.3% | +12.4% |
| 3Y | +311.9% | +130.4% | +181.5% | +54.6% |
| 5Y | +963.2% | +101.8% | +861.4% | +360.3% |
| All | +930.3% | +300.0% | +630.3% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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