+1,004.3%
ATI vs TYL
-22.1%
+1,026.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +13.0% | -1.6% | +14.5% | +13.2% |
| 30D | +0.2% | +22.1% | -21.9% | -2.7% |
| 3M | -17.5% | +33.4% | -50.8% | -21.2% |
| 6M | +18.1% | +36.8% | -18.7% | +11.2% |
| YTD | +65.7% | -6.7% | +72.4% | +70.8% |
| 1Y | +91.9% | -9.2% | +101.1% | +99.5% |
| 3Y | +335.2% | +1.2% | +334.1% | +328.0% |
| 5Y | +1,004.3% | -23.0% | +1,027.3% | +966.9% |
| All | +1,004.3% | -22.1% | +1,026.4% | +966.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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