+588.6%
ATI vs TW
+301.3%
+287.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.6% | -4.0% |
| 7D | +4.2% | +3.9% | +0.2% | +2.9% |
| 30D | -2.5% | +19.9% | -22.5% | -8.1% |
| 3M | -19.4% | +25.9% | -45.4% | -25.3% |
| 6M | +11.1% | +21.1% | -10.1% | +3.2% |
| YTD | +59.5% | +23.9% | +35.6% | +45.3% |
| 1Y | +85.8% | +21.2% | +64.5% | +70.5% |
| 3Y | +311.9% | +44.8% | +267.1% | +250.4% |
| 5Y | +963.2% | +41.4% | +921.8% | +790.3% |
| All | +588.6% | +301.3% | +287.2% | +261.5% |
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