+43.3%
TGT vs ATI
+358.3%
-314.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -3.6% | +2.4% | -6.0% | -3.9% |
| 30D | +4.4% | -9.5% | +13.9% | +5.9% |
| 3M | +25.4% | +10.4% | +15.0% | +22.7% |
| 6M | +33.4% | +31.8% | +1.6% | +26.1% |
| YTD | +65.6% | +80.0% | -14.4% | +47.2% |
| 1Y | +80.3% | +175.8% | -95.5% | +47.5% |
| All | +43.3% | +358.3% | -314.9% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling