+234.7%
TMUS vs ATI
+1,119.3%
-884.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.2% | -1.0% | +3.6% |
| 7D | +5.3% | +6.0% | -0.7% | +4.7% |
| 30D | +13.5% | -3.6% | +17.2% | +13.7% |
| 3M | -4.2% | -18.9% | +14.6% | -2.5% |
| 6M | -11.9% | +16.7% | -28.6% | -14.1% |
| YTD | -15.6% | +61.1% | -76.6% | -21.0% |
| 1Y | -16.8% | +89.3% | -106.1% | -23.7% |
| 3Y | +20.8% | +333.3% | -312.5% | -2.6% |
| 5Y | +48.0% | +954.5% | -906.4% | +4.2% |
| 10Y | +234.7% | +1,067.0% | -832.3% | +122.1% |
| All | +234.7% | +1,119.3% | -884.6% | +122.1% |
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