+749.2%
ATI vs TMF
-68.9%
+818.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +3.1% |
| 7D | -0.1% | -1.4% | +1.4% | -0.5% |
| 30D | +2.7% | -2.8% | +5.5% | +2.0% |
| 3M | +16.3% | -10.9% | +27.2% | +12.8% |
| 6M | +30.2% | -21.3% | +51.5% | +21.8% |
| YTD | +83.6% | -15.9% | +99.4% | +75.0% |
| 1Y | +173.0% | -15.7% | +188.7% | +161.3% |
| 3Y | +356.6% | -43.4% | +400.0% | +303.6% |
| 5Y | +1,074.2% | -87.8% | +1,162.0% | +550.6% |
| 10Y | +1,136.2% | -86.7% | +1,222.9% | +782.0% |
| All | +749.2% | -68.9% | +818.1% | +924.7% |
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