+131.4%
TLT vs ATI
+2,268.0%
-2,136.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.1% | +0.4% |
| 7D | +0.3% | +6.0% | -5.7% | +0.7% |
| 30D | +5.1% | -3.6% | +8.7% | +5.0% |
| 3M | -0.2% | -18.9% | +18.7% | -1.3% |
| 6M | -2.9% | +16.7% | -19.6% | -1.7% |
| YTD | -2.7% | +61.1% | -63.8% | +0.7% |
| 1Y | -4.6% | +89.3% | -93.9% | -0.2% |
| 3Y | +6.1% | +333.3% | -327.2% | +18.4% |
| 5Y | -35.1% | +954.5% | -989.6% | -22.1% |
| 10Y | -12.5% | +1,067.0% | -1,079.5% | +12.3% |
| All | +131.4% | +2,268.0% | -2,136.6% | +229.9% |
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