+443.2%
ATI vs TLN
+583.6%
-140.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.8% | -0.8% | +2.0% |
| 7D | -0.1% | +7.1% | -7.1% | -1.9% |
| 30D | +2.7% | -3.9% | +6.6% | +3.6% |
| 3M | +16.3% | -16.2% | +32.5% | +21.2% |
| 6M | +30.2% | -5.8% | +36.0% | +30.8% |
| YTD | +83.6% | -15.4% | +99.0% | +87.9% |
| 1Y | +173.0% | -16.7% | +189.7% | +178.1% |
| 3Y | +356.6% | +473.8% | -117.1% | +174.3% |
| All | +443.2% | +583.6% | -140.4% | +211.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling