+1,141.3%
ATI vs TSN
+364.1%
+777.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.6% | +3.3% |
| 7D | -0.1% | -6.3% | +6.3% | +2.4% |
| 30D | +2.7% | -10.8% | +13.5% | +7.3% |
| 3M | +16.3% | -8.8% | +25.1% | +19.4% |
| 6M | +30.2% | -16.8% | +47.0% | +38.1% |
| YTD | +83.6% | -10.0% | +93.6% | +87.9% |
| 1Y | +173.0% | -5.3% | +178.3% | +172.5% |
| 3Y | +356.6% | +8.5% | +348.1% | +319.1% |
| 5Y | +1,074.2% | -22.9% | +1,097.1% | +1,121.0% |
| 10Y | +1,136.2% | -12.6% | +1,148.8% | +1,081.7% |
| All | +1,141.3% | +364.1% | +777.2% | +359.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling