+608.7%
ATI vs TMF
-69.2%
+677.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | +6.2% | +1.2% | +5.0% | +6.5% |
| 30D | -7.1% | +19.7% | -26.8% | -2.2% |
| 3M | -21.3% | -2.1% | -19.2% | -21.4% |
| 6M | +6.5% | -13.4% | +19.9% | +2.8% |
| YTD | +53.2% | -16.7% | +69.9% | +46.3% |
| 1Y | +82.7% | -23.3% | +106.1% | +70.6% |
| 3Y | +314.3% | -24.8% | +339.1% | +301.0% |
| 5Y | +890.9% | -88.0% | +979.0% | +444.7% |
| 10Y | +1,142.3% | -84.7% | +1,227.1% | +839.2% |
| All | +608.7% | -69.2% | +677.9% | +756.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling