-19.8%
TLT vs ATI
+1,068.2%
-1,088.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -0.3% | +2.4% | -2.7% | -0.1% |
| 30D | 0.0% | -9.5% | +9.5% | -0.5% |
| 3M | -2.9% | +10.4% | -13.2% | -2.3% |
| 6M | -6.3% | +31.8% | -38.1% | -4.8% |
| YTD | -3.3% | +80.0% | -83.3% | -0.1% |
| 1Y | -4.2% | +175.8% | -180.0% | +1.5% |
| 3Y | -1.7% | +364.2% | -365.9% | +8.5% |
| 5Y | -34.9% | +1,076.9% | -1,111.7% | -22.2% |
| 10Y | -19.8% | +1,178.1% | -1,197.9% | +1.1% |
| All | -19.8% | +1,068.2% | -1,088.0% | +1.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling