-2.3%
TLT vs ATI
+18.5%
-20.8%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.1% | 0.0% |
| 7D | +0.3% | +6.0% | -5.7% | +0.2% |
| 30D | +5.1% | -3.6% | +8.7% | +5.3% |
| 3M | -0.2% | -18.9% | +18.7% | +1.0% |
| All | -2.3% | +18.5% | -20.8% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling