+16.2%
TFC vs ATI
+85.0%
-68.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | 0.0% |
| 7D | +1.7% | +1.3% | +0.4% | +1.5% |
| 30D | +9.0% | -4.8% | +13.8% | +9.5% |
| 3M | -2.1% | -19.9% | +17.8% | +1.3% |
| 6M | +3.4% | +15.4% | -12.0% | -1.5% |
| YTD | +5.3% | +59.2% | -53.9% | -8.2% |
| 1Y | +16.2% | +86.3% | -70.1% | -3.8% |
| All | +16.2% | +85.0% | -68.8% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling