+12.6%
TE vs ATI
+334.9%
-322.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.4% | -8.9% | -8.4% |
| 7D | -13.6% | +13.0% | -26.6% | -20.2% |
| 30D | -37.7% | +0.2% | -37.8% | -37.8% |
| 3M | -59.8% | -17.5% | -42.3% | -54.7% |
| 6M | -66.3% | +18.1% | -84.4% | -68.7% |
| YTD | -70.5% | +65.7% | -136.2% | -77.9% |
| 1Y | -48.8% | +91.9% | -140.8% | -64.7% |
| All | +12.6% | +334.9% | -322.3% | -59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling