+75.7%
TFC vs ATI
+961.4%
-885.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.9% | +2.4% |
| 7D | +2.3% | +4.2% | -1.9% | +0.8% |
| 30D | +10.8% | -2.5% | +13.3% | +10.9% |
| 3M | -3.8% | -19.4% | +15.7% | +2.3% |
| 6M | +9.6% | +11.1% | -1.5% | +3.4% |
| YTD | +5.8% | +59.5% | -53.8% | -12.8% |
| 1Y | +16.2% | +85.8% | -69.6% | -9.3% |
| 3Y | +96.0% | +311.9% | -215.9% | +9.0% |
| 5Y | +1.7% | +963.2% | -961.5% | -61.1% |
| All | +75.7% | +961.4% | -885.7% | -42.3% |
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 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