-19.3%
TLT vs ATI
+1,072.6%
-1,092.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | -0.1% |
| 7D | +0.4% | +3.2% | -2.8% | +0.6% |
| 30D | -0.3% | -9.0% | +8.7% | -0.7% |
| 3M | -1.7% | +15.1% | -16.8% | -0.9% |
| 6M | -4.9% | +38.1% | -43.0% | -3.1% |
| YTD | -2.8% | +80.7% | -83.4% | +0.5% |
| 1Y | -4.2% | +167.5% | -171.7% | +1.4% |
| 3Y | -1.1% | +366.0% | -367.1% | +9.1% |
| 5Y | -33.7% | +1,088.8% | -1,122.5% | -20.8% |
| All | -19.3% | +1,072.6% | -1,092.0% | +1.7% |
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