-25.8%
TE vs ATI
+86.4%
-112.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.0% |
| 7D | +3.8% | +8.3% | -4.5% | -2.1% |
| 30D | -26.2% | -7.3% | -19.0% | -22.0% |
| 3M | -49.7% | -10.5% | -39.2% | -45.5% |
| 6M | -46.5% | +16.4% | -62.8% | -47.8% |
| YTD | -59.1% | +56.1% | -115.2% | -68.7% |
| 1Y | -25.8% | +86.5% | -112.3% | -48.7% |
| All | -25.8% | +86.4% | -112.2% | -48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling