+340.6%
ATI vs TRGP
+2,265.4%
-1,924.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -2.2% |
| 7D | +3.2% | -0.6% | +3.8% | +3.4% |
| 30D | -9.0% | +14.6% | -23.6% | -14.6% |
| 3M | +15.1% | +11.9% | +3.1% | +8.6% |
| 6M | +38.1% | +25.3% | +12.9% | +23.1% |
| YTD | +80.7% | +61.9% | +18.8% | +43.7% |
| 1Y | +167.5% | +87.3% | +80.2% | +98.4% |
| 3Y | +366.0% | +268.0% | +98.0% | +152.9% |
| 5Y | +1,088.8% | +638.2% | +450.5% | +370.8% |
| 10Y | +1,055.0% | +821.9% | +233.1% | +236.5% |
| All | +340.6% | +2,265.4% | -1,924.7% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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