+779.5%
ATI vs TSLQ
-97.2%
+876.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.3% |
| 7D | -5.6% | -6.6% | +1.0% | -6.5% |
| 30D | -13.7% | -24.3% | +10.6% | -16.9% |
| 3M | -0.4% | -3.6% | +3.2% | +1.2% |
| 6M | +26.2% | -12.0% | +38.2% | +29.1% |
| YTD | +73.2% | +1.4% | +71.8% | +82.0% |
| 1Y | +161.6% | -43.6% | +205.2% | +157.7% |
| 3Y | +346.2% | -95.4% | +441.6% | +280.3% |
| All | +779.5% | -97.2% | +876.7% | +713.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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