-80.5%
TE vs ATI
+877.0%
-957.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.7% | -2.0% |
| 7D | -19.1% | +4.2% | -23.2% | -20.1% |
| 30D | -34.1% | -2.5% | -31.6% | -33.6% |
| 3M | -60.1% | -19.4% | -40.7% | -57.6% |
| 6M | -66.0% | +11.1% | -77.0% | -66.4% |
| YTD | -71.4% | +59.5% | -130.9% | -74.3% |
| 1Y | -45.3% | +85.8% | -131.0% | -52.7% |
| 3Y | +9.1% | +311.9% | -302.8% | -21.7% |
| 5Y | -82.6% | +963.2% | -1,045.8% | -88.3% |
| All | -80.5% | +877.0% | -957.6% | -87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling