+12,981.4%
TDG vs ATI
+345.9%
+12,635.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.0% |
| 7D | -0.9% | +3.2% | -4.1% | -1.8% |
| 30D | -6.5% | -9.0% | +2.5% | -4.1% |
| 3M | -5.1% | +15.1% | -20.2% | -9.3% |
| 6M | -11.5% | +38.1% | -49.7% | -20.1% |
| YTD | -13.9% | +80.7% | -94.5% | -28.1% |
| 1Y | -11.5% | +167.5% | -179.0% | -34.2% |
| 3Y | +53.7% | +366.0% | -312.3% | -6.6% |
| 5Y | +135.5% | +1,088.8% | -953.2% | +6.6% |
| 10Y | +535.2% | +1,055.0% | -519.8% | +149.4% |
| All | +12,981.4% | +345.9% | +12,635.6% | +4,621.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling