+97.2%
TFC vs ATI
+1,068.2%
-971.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.3% | +2.4% | -3.7% | -2.1% |
| 30D | -2.3% | -9.5% | +7.1% | +0.9% |
| 3M | +2.5% | +10.4% | -7.9% | -1.7% |
| 6M | +9.5% | +31.8% | -22.3% | -1.9% |
| YTD | +5.1% | +80.0% | -74.9% | -15.7% |
| 1Y | +15.5% | +175.8% | -160.4% | -20.6% |
| 3Y | +95.2% | +364.2% | -269.1% | +6.4% |
| 5Y | +14.5% | +1,076.9% | -1,062.4% | -56.7% |
| 10Y | +97.2% | +1,178.1% | -1,080.9% | -37.8% |
| All | +97.2% | +1,068.2% | -971.0% | -37.8% |
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