+647.5%
ATI vs TW
+206.7%
+440.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -5.6% | -4.5% | -1.2% | -4.3% |
| 30D | -13.7% | -2.3% | -11.5% | -13.2% |
| 3M | -0.4% | +2.6% | -3.0% | -2.1% |
| 6M | +26.2% | -17.5% | +43.8% | +32.7% |
| YTD | +73.2% | -5.3% | +78.5% | +72.1% |
| 1Y | +161.6% | -14.8% | +176.4% | +169.6% |
| 3Y | +346.2% | +18.8% | +327.3% | +303.0% |
| 5Y | +1,047.6% | +20.7% | +1,026.9% | +898.5% |
| All | +647.5% | +206.7% | +440.8% | +328.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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