-44.8%
TE vs ATI
+1,064.3%
-1,109.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | +15.0% | +2.4% | +12.6% | +13.4% |
| 30D | -7.5% | -9.5% | +2.0% | -2.1% |
| 3M | -42.0% | +10.4% | -52.3% | -44.0% |
| 6M | -31.4% | +31.8% | -63.2% | -40.7% |
| YTD | -26.5% | +80.0% | -106.5% | -46.0% |
| 1Y | +153.1% | +175.8% | -22.7% | +44.3% |
| 3Y | -20.7% | +364.2% | -384.9% | -66.7% |
| All | -44.8% | +1,064.3% | -1,109.0% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling