-33.7%
TLT vs ATI
+1,101.9%
-1,135.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +0.4% | +3.2% | -2.8% | +0.4% |
| 30D | -0.3% | -9.0% | +8.7% | -0.3% |
| 3M | -1.7% | +15.1% | -16.8% | -1.7% |
| 6M | -4.9% | +38.1% | -43.0% | -4.8% |
| YTD | -2.8% | +80.7% | -83.4% | -2.4% |
| 1Y | -4.2% | +167.5% | -171.7% | -3.4% |
| 3Y | -1.1% | +366.0% | -367.1% | +0.2% |
| 5Y | -33.7% | +1,088.8% | -1,122.5% | -29.3% |
| All | -33.7% | +1,101.9% | -1,135.6% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling