+318.3%
TFC vs ATI
+955.8%
-637.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.2% |
| 7D | +1.7% | +1.3% | +0.4% | +1.2% |
| 30D | +9.0% | -4.8% | +13.8% | +9.8% |
| 3M | -2.1% | -19.9% | +17.8% | +3.3% |
| 6M | +3.4% | +15.4% | -12.0% | -2.5% |
| YTD | +5.3% | +59.2% | -53.9% | -10.0% |
| 1Y | +16.2% | +86.3% | -70.1% | -5.1% |
| 3Y | +94.8% | +318.2% | -223.4% | +21.3% |
| 5Y | -0.7% | +958.6% | -959.3% | -53.6% |
| 10Y | +80.9% | +996.8% | -915.9% | -26.1% |
| All | +318.3% | +955.8% | -637.4% | +29.4% |
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