+1,141.3%
ATI vs TXT
+189.0%
+952.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | -0.1% | -4.8% | +4.7% | +3.2% |
| 30D | +2.7% | -10.6% | +13.3% | +10.3% |
| 3M | +16.3% | -13.2% | +29.5% | +26.8% |
| 6M | +30.2% | -20.3% | +50.5% | +50.3% |
| YTD | +83.6% | -9.3% | +92.8% | +93.9% |
| 1Y | +173.0% | -2.7% | +175.7% | +174.8% |
| 3Y | +356.6% | +1.4% | +355.3% | +341.8% |
| 5Y | +1,074.2% | +9.6% | +1,064.6% | +969.3% |
| 10Y | +1,136.2% | +94.9% | +1,041.3% | +714.6% |
| All | +1,141.3% | +189.0% | +952.2% | +346.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling