+1,025.5%
ATI vs TW
+19.5%
+1,006.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -5.6% | -4.5% | -1.2% | -4.7% |
| 30D | -13.7% | -2.3% | -11.5% | -13.3% |
| 3M | -0.4% | +2.6% | -3.0% | -1.6% |
| 6M | +26.2% | -17.5% | +43.8% | +31.7% |
| YTD | +73.2% | -5.3% | +78.5% | +72.2% |
| 1Y | +161.6% | -14.8% | +176.4% | +168.9% |
| 3Y | +346.2% | +18.8% | +327.3% | +317.2% |
| All | +1,025.5% | +19.5% | +1,006.1% | +866.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling