+124.3%
TDG vs ATI
+1,029.4%
-905.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.9% | -5.6% | +3.8% | -0.4% |
| 30D | -7.7% | -13.7% | +6.0% | -4.1% |
| 3M | -9.3% | -0.4% | -9.0% | -9.8% |
| 6M | -9.4% | +26.2% | -35.6% | -15.8% |
| YTD | -14.3% | +73.2% | -87.5% | -27.2% |
| 1Y | -11.8% | +161.6% | -173.4% | -33.7% |
| 3Y | +52.0% | +346.2% | -294.2% | -7.5% |
| All | +124.3% | +1,029.4% | -905.1% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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