+1,090.2%
ATI vs TNA
+86.1%
+1,004.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.6% |
| 7D | -5.6% | -7.3% | +1.6% | -2.4% |
| 30D | -13.7% | -14.2% | +0.4% | -7.8% |
| 3M | -0.4% | -4.6% | +4.2% | +1.2% |
| 6M | +26.2% | +36.9% | -10.7% | +8.1% |
| YTD | +73.2% | +42.5% | +30.7% | +44.1% |
| 1Y | +161.6% | +45.8% | +115.8% | +111.7% |
| 3Y | +346.2% | +104.7% | +241.5% | +167.7% |
| 5Y | +1,047.6% | -21.7% | +1,069.3% | +794.1% |
| All | +1,090.2% | +86.1% | +1,004.2% | +267.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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