+970.1%
ATI vs TMF
-81.8%
+1,052.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.4% | +5.8% | +0.5% |
| 7D | +13.0% | -8.2% | +21.1% | +11.1% |
| 30D | +0.2% | +5.3% | -5.2% | +1.4% |
| 3M | -17.5% | -8.5% | -9.0% | -18.6% |
| 6M | +18.1% | -17.2% | +35.3% | +14.2% |
| YTD | +65.7% | -23.4% | +89.1% | +57.8% |
| 1Y | +91.9% | -30.2% | +122.2% | +79.2% |
| 3Y | +335.2% | -32.9% | +368.2% | +317.5% |
| 5Y | +1,004.3% | -88.5% | +1,092.8% | +516.3% |
| All | +970.1% | -81.8% | +1,052.0% | +822.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling