-5.8%
TLT vs ATI
+85.0%
-90.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.3% |
| 7D | -0.3% | +1.3% | -1.6% | -0.3% |
| 30D | +3.7% | -4.8% | +8.5% | +3.9% |
| 3M | -0.7% | -19.9% | +19.3% | +0.5% |
| 6M | -4.2% | +15.4% | -19.6% | -5.7% |
| YTD | -4.0% | +59.2% | -63.2% | -7.5% |
| 1Y | -5.8% | +86.3% | -92.1% | -10.0% |
| All | -5.8% | +85.0% | -90.8% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling