+91.5%
ATI vs TMF
-26.6%
+118.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.6% | +2.6% |
| 7D | +4.7% | -3.4% | +8.1% | +5.5% |
| 30D | -0.2% | +11.5% | -11.7% | -3.8% |
| 3M | -18.5% | -4.5% | -14.0% | -16.8% |
| 6M | +16.4% | -15.0% | +31.3% | +25.1% |
| YTD | +63.4% | -19.9% | +83.3% | +79.7% |
| 1Y | +91.5% | -26.6% | +118.1% | +116.4% |
| All | +91.5% | -26.6% | +118.1% | +116.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling