+329.9%
TFC vs ATI
+1,117.2%
-787.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.8% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | -1.3% | +2.7% | -4.0% | -2.3% |
| 3M | +6.1% | +16.3% | -10.3% | +0.9% |
| 6M | +7.3% | +30.2% | -22.8% | -1.8% |
| YTD | +8.2% | +83.6% | -75.4% | -10.4% |
| 1Y | +14.4% | +173.0% | -158.6% | -15.9% |
| 3Y | +93.7% | +356.6% | -262.9% | +18.7% |
| 5Y | +16.4% | +1,074.2% | -1,057.8% | -47.0% |
| 10Y | +101.6% | +1,136.2% | -1,034.6% | -20.7% |
| All | +329.9% | +1,117.2% | -787.3% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling