+365.4%
ATI vs TSN
+11.5%
+353.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.6% |
| 7D | +3.2% | -5.0% | +8.2% | +3.3% |
| 30D | -9.0% | -9.1% | +0.1% | -8.8% |
| 3M | +15.1% | -7.4% | +22.5% | +15.1% |
| 6M | +38.1% | -13.4% | +51.5% | +38.7% |
| YTD | +80.7% | -8.5% | +89.1% | +80.5% |
| 1Y | +167.5% | -3.2% | +170.7% | +166.1% |
| All | +365.4% | +11.5% | +353.9% | +330.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 3y: compounded portfolio wealth divided by compounded TSN 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…
3y analysis · Full analysis span regression · 6 months rolling