+19.6%
TMO vs ATI
+341.0%
-321.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.6% | -5.6% | +5.0% | +0.1% |
| 30D | +1.1% | -13.7% | +14.9% | +3.1% |
| 3M | +28.3% | -0.4% | +28.7% | +27.9% |
| 6M | +23.3% | +26.2% | -3.0% | +18.0% |
| YTD | +5.5% | +73.2% | -67.8% | -3.7% |
| 1Y | +24.5% | +161.6% | -137.1% | +7.0% |
| 3Y | +19.6% | +346.2% | -326.6% | -7.5% |
| All | +19.6% | +341.0% | -321.5% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling