+167.5%
ATI vs TMF
-21.2%
+188.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +3.2% | +1.0% | +2.2% | +2.9% |
| 30D | -9.0% | -1.8% | -7.2% | -8.4% |
| 3M | +15.1% | -8.2% | +23.3% | +18.3% |
| 6M | +38.1% | -19.5% | +57.6% | +44.3% |
| YTD | +80.7% | -16.0% | +96.6% | +89.4% |
| 1Y | +167.5% | -22.5% | +190.0% | +174.2% |
| All | +167.5% | -21.2% | +188.7% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TMF 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling