+131.3%
TLT vs ATI
+2,151.9%
-2,020.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | +0.3% |
| 7D | +0.1% | +6.2% | -6.1% | +0.5% |
| 30D | +6.2% | -7.1% | +13.3% | +5.8% |
| 3M | +0.1% | -21.3% | +21.4% | -1.2% |
| 6M | -3.0% | +6.5% | -9.4% | -2.3% |
| YTD | -2.7% | +53.2% | -55.9% | +0.4% |
| 1Y | -4.8% | +82.7% | -87.6% | -0.7% |
| 3Y | +6.9% | +314.3% | -307.4% | +19.0% |
| 5Y | -34.5% | +890.9% | -925.4% | -21.6% |
| 10Y | -17.3% | +1,142.3% | -1,159.6% | +6.6% |
| All | +131.3% | +2,151.9% | -2,020.6% | +228.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling