+817.3%
ATI vs TSLQ
-97.3%
+914.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.0% | +6.4% | -2.7% |
| 7D | +3.2% | -8.6% | +11.7% | +2.0% |
| 30D | -9.0% | -24.9% | +15.9% | -12.4% |
| 3M | +15.1% | -1.5% | +16.6% | +17.5% |
| 6M | +38.1% | -18.1% | +56.2% | +39.8% |
| YTD | +80.7% | -0.1% | +80.8% | +89.4% |
| 1Y | +167.5% | -51.4% | +218.9% | +157.8% |
| 3Y | +366.0% | -95.9% | +461.9% | +290.2% |
| All | +817.3% | -97.3% | +914.6% | +746.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling