-53.1%
TE vs ATI
+960.7%
-1,013.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +0.2% | -5.6% | +5.9% | +1.9% |
| 30D | -5.9% | -13.7% | +7.8% | -1.8% |
| 3M | -45.6% | -0.4% | -45.2% | -45.0% |
| 6M | -43.4% | +26.2% | -69.6% | -46.4% |
| YTD | -31.0% | +73.2% | -104.2% | -39.5% |
| 1Y | +145.2% | +161.6% | -16.4% | +92.5% |
| 3Y | -24.1% | +346.2% | -370.2% | -46.8% |
| 5Y | -48.1% | +1,047.6% | -1,095.8% | -65.9% |
| All | -53.1% | +960.7% | -1,013.7% | -69.4% |
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