+434.6%
ATI vs TLN
+602.5%
-167.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.3% | -2.3% |
| 7D | +3.2% | +10.9% | -7.7% | +0.3% |
| 30D | -9.0% | -6.3% | -2.7% | -7.6% |
| 3M | +15.1% | -10.7% | +25.8% | +17.9% |
| 6M | +38.1% | +1.6% | +36.5% | +36.1% |
| YTD | +80.7% | -13.1% | +93.7% | +83.5% |
| 1Y | +167.5% | -15.1% | +182.6% | +171.0% |
| 3Y | +366.0% | +495.0% | -129.0% | +176.7% |
| All | +434.6% | +602.5% | -167.9% | +204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 5y: compounded portfolio wealth divided by compounded TLN 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…
5y analysis · Full analysis span regression · 6 months rolling