+201.6%
TGT vs ATI
+961.4%
-759.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.1% | +0.8% |
| 7D | +2.6% | +4.2% | -1.5% | +2.1% |
| 30D | +4.7% | -2.5% | +7.2% | +4.8% |
| 3M | +4.6% | -19.4% | +24.0% | +7.0% |
| 6M | +34.9% | +11.1% | +23.8% | +31.8% |
| YTD | +70.9% | +59.5% | +11.4% | +58.2% |
| 1Y | +84.4% | +85.8% | -1.4% | +67.1% |
| 3Y | +69.1% | +311.9% | -242.8% | +35.3% |
| 5Y | -26.9% | +963.2% | -990.2% | -48.1% |
| All | +201.6% | +961.4% | -759.8% | +113.6% |
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