+15.6%
TFC vs ATI
+1,101.9%
-1,086.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.7% |
| 7D | +2.2% | +3.2% | -0.9% | +1.3% |
| 30D | -2.5% | -9.0% | +6.5% | +0.2% |
| 3M | +4.5% | +15.1% | -10.5% | -0.5% |
| 6M | +11.0% | +38.1% | -27.2% | -1.0% |
| YTD | +5.9% | +80.7% | -74.8% | -13.4% |
| 1Y | +14.6% | +167.5% | -152.9% | -17.8% |
| 3Y | +96.7% | +366.0% | -269.3% | +10.8% |
| 5Y | +15.6% | +1,088.8% | -1,073.2% | -49.3% |
| All | +15.6% | +1,101.9% | -1,086.3% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling