+683.8%
TEL vs ATI
+131.7%
+552.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.3% |
| 7D | +3.0% | -0.1% | +3.0% | +2.9% |
| 30D | -3.9% | +2.7% | -6.6% | -5.0% |
| 3M | -5.1% | +16.3% | -21.4% | -9.8% |
| 6M | +0.6% | +30.2% | -29.6% | -7.8% |
| YTD | -7.3% | +83.6% | -90.8% | -23.3% |
| 1Y | +1.1% | +173.0% | -171.9% | -26.0% |
| 3Y | +63.7% | +356.6% | -293.0% | -1.7% |
| 5Y | +50.7% | +1,074.2% | -1,023.5% | -34.1% |
| 10Y | +290.2% | +1,136.2% | -846.0% | +38.1% |
| All | +683.8% | +131.7% | +552.1% | +179.6% |
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 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