+1,370.3%
ATI vs TNA
+990.0%
+380.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.0% |
| 7D | +3.2% | +4.1% | -0.9% | +1.2% |
| 30D | -9.0% | -7.6% | -1.4% | -5.7% |
| 3M | +15.1% | +8.1% | +7.0% | +10.4% |
| 6M | +38.1% | +49.0% | -10.9% | +12.7% |
| YTD | +80.7% | +51.7% | +28.9% | +44.5% |
| 1Y | +167.5% | +59.6% | +107.9% | +104.6% |
| 3Y | +366.0% | +118.9% | +247.1% | +162.8% |
| 5Y | +1,088.8% | -19.2% | +1,107.9% | +782.1% |
| 10Y | +1,055.0% | +77.2% | +977.8% | +327.2% |
| All | +1,370.3% | +990.0% | +380.3% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling