+328.6%
TMO vs ATI
+1,154.1%
-825.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.6% | -5.6% | +5.0% | 0.0% |
| 30D | +1.1% | -13.7% | +14.9% | +2.7% |
| 3M | +28.3% | -0.4% | +28.7% | +28.1% |
| 6M | +23.3% | +26.2% | -3.0% | +19.5% |
| YTD | +5.5% | +73.2% | -67.8% | -1.3% |
| 1Y | +24.5% | +161.6% | -137.1% | +11.4% |
| 3Y | +19.6% | +346.2% | -326.6% | -0.6% |
| 5Y | +8.1% | +1,047.6% | -1,039.5% | -18.3% |
| All | +328.6% | +1,154.1% | -825.5% | +223.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling