+346.7%
ATI vs TXG
+39.1%
+307.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.4% |
| 7D | -2.7% | +5.0% | -7.7% | -3.6% |
| 30D | -13.5% | +13.5% | -27.0% | -15.8% |
| 3M | +8.5% | +128.0% | -119.5% | -8.8% |
| 6M | +25.2% | +224.4% | -199.3% | -2.6% |
| YTD | +73.4% | +307.0% | -233.6% | +28.3% |
| 1Y | +160.5% | +427.2% | -266.7% | +79.5% |
| All | +346.7% | +39.1% | +307.6% | +284.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling