-53.2%
TE vs ATI
+1,024.1%
-1,077.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.5% |
| 7D | -4.0% | -0.1% | -3.9% | -3.9% |
| 30D | -15.9% | +2.7% | -18.6% | -16.4% |
| 3M | -60.5% | +16.3% | -76.9% | -61.7% |
| 6M | -35.2% | +30.2% | -65.4% | -39.2% |
| YTD | -31.1% | +83.6% | -114.7% | -40.6% |
| 1Y | +148.6% | +173.0% | -24.4% | +92.8% |
| 3Y | -26.4% | +356.6% | -383.0% | -49.0% |
| 5Y | -48.0% | +1,074.2% | -1,122.2% | -66.4% |
| All | -53.2% | +1,024.1% | -1,077.2% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling