+826.7%
ATI vs TXG
+27.0%
+799.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.6% |
| 7D | -5.6% | +9.5% | -15.1% | -7.0% |
| 30D | -13.7% | +18.8% | -32.5% | -16.3% |
| 3M | -0.4% | +136.1% | -136.5% | -14.3% |
| 6M | +26.2% | +235.2% | -209.0% | +1.9% |
| YTD | +73.2% | +320.5% | -247.3% | +34.2% |
| 1Y | +161.6% | +425.2% | -263.6% | +93.1% |
| 3Y | +346.2% | +42.9% | +303.3% | +277.0% |
| 5Y | +1,047.6% | -62.8% | +1,110.5% | +976.0% |
| All | +826.7% | +27.0% | +799.6% | +486.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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