+97.3%
TEM vs ATI
+237.2%
-139.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.9% |
| 7D | +5.1% | +4.7% | +0.3% | +2.5% |
| 30D | +16.8% | -0.2% | +17.1% | +16.9% |
| 3M | +42.6% | -18.5% | +61.1% | +58.5% |
| 6M | +63.9% | +16.4% | +47.5% | +41.4% |
| YTD | +34.5% | +63.4% | -28.9% | -12.0% |
| 1Y | +11.0% | +91.5% | -80.5% | -35.8% |
| All | +97.3% | +237.2% | -139.8% | -40.3% |
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