+1,121.6%
ATI vs TD
+2,633.7%
-1,512.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.7% |
| 7D | +3.2% | +0.9% | +2.3% | +2.2% |
| 30D | -9.0% | -0.7% | -8.4% | -8.4% |
| 3M | +15.1% | +6.3% | +8.8% | +8.2% |
| 6M | +38.1% | +27.9% | +10.2% | +8.5% |
| YTD | +80.7% | +29.8% | +50.8% | +39.7% |
| 1Y | +167.5% | +63.7% | +103.9% | +64.4% |
| 3Y | +366.0% | +128.3% | +237.7% | +102.3% |
| 5Y | +1,088.8% | +125.5% | +963.2% | +419.0% |
| 10Y | +1,055.0% | +296.7% | +758.3% | +216.2% |
| All | +1,121.6% | +2,633.7% | -1,512.1% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling