+275.3%
TMUS vs ATI
+86.5%
+188.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | 0.0% |
| 7D | +3.6% | +6.2% | -2.6% | +2.2% |
| 30D | -3.4% | -7.1% | +3.7% | -2.5% |
| 3M | -9.5% | -21.3% | +11.9% | -5.8% |
| 6M | -15.2% | +6.5% | -21.7% | -17.7% |
| YTD | -18.9% | +53.2% | -72.1% | -27.8% |
| 1Y | -17.7% | +82.7% | -100.4% | -29.5% |
| 3Y | +15.6% | +314.3% | -298.7% | -21.0% |
| 5Y | +38.9% | +890.9% | -852.0% | -24.9% |
| 10Y | +245.3% | +1,142.3% | -897.1% | +44.8% |
| All | +275.3% | +86.5% | +188.7% | +122.0% |
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