+86.5%
ATI vs THC
+46.1%
+40.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.6% | -10.3% | -1.1% |
| 7D | +8.3% | +8.8% | -0.5% | +7.9% |
| 30D | -7.3% | +12.6% | -19.9% | -7.8% |
| 3M | -10.5% | +15.4% | -25.9% | -11.3% |
| 6M | +16.4% | +57.7% | -41.3% | +10.5% |
| YTD | +56.1% | +47.1% | +9.0% | +50.2% |
| 1Y | +86.5% | +40.7% | +45.8% | +80.4% |
| All | +86.5% | +46.1% | +40.4% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling