+4,971.8%
TMO vs ATI
+1,093.4%
+3,878.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -0.5% | +2.4% | -2.9% | -0.9% |
| 30D | +1.0% | -9.5% | +10.5% | +2.7% |
| 3M | +22.7% | +10.4% | +12.3% | +19.9% |
| 6M | +19.0% | +31.8% | -12.8% | +12.3% |
| YTD | +4.7% | +80.0% | -75.2% | -6.7% |
| 1Y | +26.0% | +175.8% | -149.8% | +3.7% |
| 3Y | +18.0% | +364.2% | -346.2% | -14.2% |
| 5Y | +8.0% | +1,076.9% | -1,068.9% | -35.5% |
| 10Y | +333.8% | +1,178.1% | -844.3% | +118.4% |
| All | +4,971.8% | +1,093.4% | +3,878.4% | +1,583.0% |
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