+145.2%
TE vs ATI
+159.9%
-14.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +0.2% | -5.6% | +5.9% | +3.2% |
| 30D | -5.9% | -13.7% | +7.8% | +1.3% |
| 3M | -45.6% | -0.4% | -45.2% | -45.2% |
| 6M | -43.4% | +26.2% | -69.6% | -43.7% |
| YTD | -31.0% | +73.2% | -104.2% | -28.0% |
| 1Y | +145.2% | +161.6% | -16.4% | +252.5% |
| All | +145.2% | +159.9% | -14.7% | +252.5% |
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