+59.7%
TEM vs ATI
+272.7%
-213.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.5% |
| 7D | +3.2% | +3.2% | +0.1% | +1.3% |
| 30D | +23.5% | -9.0% | +32.5% | +29.8% |
| 3M | +32.3% | +15.1% | +17.2% | +17.2% |
| 6M | +23.0% | +38.1% | -15.1% | -5.5% |
| YTD | +8.9% | +80.7% | -71.8% | -32.3% |
| 1Y | -19.9% | +167.5% | -187.4% | -64.2% |
| All | +59.7% | +272.7% | -213.0% | -54.1% |
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 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