+203.6%
TGT vs ATI
+1,154.1%
-950.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -5.2% | -5.6% | +0.4% | -4.5% |
| 30D | +1.2% | -13.7% | +14.9% | +3.0% |
| 3M | +18.4% | -0.4% | +18.8% | +18.0% |
| 6M | +33.4% | +26.2% | +7.2% | +28.4% |
| YTD | +63.8% | +73.2% | -9.4% | +50.7% |
| 1Y | +77.2% | +161.6% | -84.4% | +53.9% |
| 3Y | +41.8% | +346.2% | -304.4% | +12.8% |
| 5Y | -25.5% | +1,047.6% | -1,073.2% | -47.4% |
| All | +203.6% | +1,154.1% | -950.5% | +112.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling