-23.6%
TMUS vs ATI
+166.0%
-189.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | -0.1% |
| 7D | -0.3% | +3.2% | -3.4% | +0.2% |
| 30D | +3.1% | -9.0% | +12.1% | +1.8% |
| 3M | +2.4% | +15.1% | -12.7% | +5.0% |
| 6M | -17.1% | +38.1% | -55.2% | -12.1% |
| YTD | -9.1% | +80.7% | -89.7% | +0.2% |
| 1Y | -23.6% | +167.5% | -191.1% | -10.3% |
| All | -23.6% | +166.0% | -189.7% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling