+60.5%
TEM vs ATI
+278.7%
-218.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.0% | -1.9% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | +38.4% | +2.7% | +35.7% | +34.0% |
| 3M | +23.7% | +16.3% | +7.3% | +9.1% |
| 6M | +26.0% | +30.2% | -4.2% | +1.0% |
| YTD | +9.4% | +83.6% | -74.1% | -32.6% |
| 1Y | -17.3% | +173.0% | -190.3% | -63.5% |
| All | +60.5% | +278.7% | -218.2% | -54.3% |
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 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