+100.1%
TEM vs ATI
+228.5%
-128.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.5% | -3.9% |
| 7D | +3.5% | +1.3% | +2.2% | +3.1% |
| 30D | +13.5% | -4.8% | +18.3% | +16.8% |
| 3M | +46.3% | -19.9% | +66.2% | +64.3% |
| 6M | +61.5% | +15.4% | +46.2% | +39.8% |
| YTD | +36.4% | +59.2% | -22.8% | -9.4% |
| 1Y | +12.2% | +86.3% | -74.1% | -34.0% |
| All | +100.1% | +228.5% | -128.4% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling