+707.3%
TGT vs ATI
+1,117.2%
-409.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.3% |
| 7D | +0.8% | -0.1% | +0.8% | +0.8% |
| 30D | +12.2% | +2.7% | +9.5% | +11.4% |
| 3M | +33.8% | +16.3% | +17.5% | +29.4% |
| 6M | +39.3% | +30.2% | +9.1% | +31.4% |
| YTD | +72.9% | +83.6% | -10.7% | +52.8% |
| 1Y | +84.6% | +173.0% | -88.5% | +51.1% |
| 3Y | +46.2% | +356.6% | -310.4% | +6.1% |
| 5Y | -21.3% | +1,074.2% | -1,095.5% | -53.1% |
| 10Y | +213.5% | +1,136.2% | -922.7% | +60.4% |
| All | +707.3% | +1,117.2% | -409.9% | +158.0% |
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