+52.2%
TEM vs ATI
+271.3%
-219.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.5% |
| 7D | -1.1% | +2.4% | -3.5% | -2.5% |
| 30D | +11.3% | -9.5% | +20.8% | +17.3% |
| 3M | +25.5% | +10.4% | +15.1% | +14.5% |
| 6M | +17.1% | +31.8% | -14.7% | -6.9% |
| YTD | +3.8% | +80.0% | -76.2% | -35.3% |
| 1Y | -24.4% | +175.8% | -200.2% | -67.1% |
| All | +52.2% | +271.3% | -219.1% | -56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling