+930.3%
ATI vs TXT
+89.4%
+840.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.1% |
| 7D | +4.2% | +0.1% | +4.0% | +4.0% |
| 30D | -2.5% | +13.3% | -15.9% | -12.8% |
| 3M | -19.4% | -5.0% | -14.5% | -16.6% |
| 6M | +11.1% | -8.4% | +19.5% | +17.5% |
| YTD | +59.5% | -4.0% | +63.5% | +61.2% |
| 1Y | +85.8% | +2.8% | +83.0% | +77.0% |
| 3Y | +311.9% | +10.3% | +301.6% | +254.8% |
| 5Y | +963.2% | +9.2% | +954.1% | +792.7% |
| All | +930.3% | +89.4% | +840.9% | +362.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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