+86.2%
TFC vs ATI
+320.9%
-234.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.9% |
| 7D | +1.2% | +6.2% | -5.0% | -0.2% |
| 30D | +8.3% | -7.1% | +15.4% | +9.7% |
| 3M | -5.2% | -21.3% | +16.1% | -0.3% |
| 6M | -0.8% | +6.5% | -7.3% | -4.0% |
| YTD | +3.4% | +53.2% | -49.7% | -9.7% |
| 1Y | +17.0% | +82.7% | -65.7% | -2.6% |
| 3Y | +86.2% | +314.3% | -228.1% | +18.2% |
| All | +86.2% | +320.9% | -234.7% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling