+1,141.3%
ATI vs TYL
+8,860.7%
-7,719.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.0% | +7.0% | +4.0% |
| 7D | -0.1% | -3.7% | +3.6% | +0.8% |
| 30D | +2.7% | +18.7% | -16.0% | -1.8% |
| 3M | +16.3% | +18.1% | -1.8% | +10.3% |
| 6M | +30.2% | -1.1% | +31.3% | +27.8% |
| YTD | +83.6% | -19.8% | +103.4% | +88.0% |
| 1Y | +173.0% | -34.3% | +207.3% | +193.5% |
| 3Y | +356.6% | -8.2% | +364.9% | +346.7% |
| 5Y | +1,074.2% | -25.4% | +1,099.6% | +1,085.9% |
| 10Y | +1,136.2% | +115.6% | +1,020.6% | +847.5% |
| All | +1,141.3% | +8,860.7% | -7,719.5% | +353.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling