+1,098.9%
ATI vs TMF
-87.5%
+1,186.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +3.0% |
| 7D | -0.1% | -1.4% | +1.4% | -0.1% |
| 30D | +2.7% | -2.8% | +5.5% | +2.7% |
| 3M | +16.3% | -10.9% | +27.2% | +16.3% |
| 6M | +30.2% | -21.3% | +51.5% | +29.8% |
| YTD | +83.6% | -15.9% | +99.4% | +83.3% |
| 1Y | +173.0% | -15.7% | +188.7% | +172.7% |
| 3Y | +356.6% | -43.4% | +400.0% | +349.8% |
| All | +1,098.9% | -87.5% | +1,186.4% | +958.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling