+320.5%
TMUS vs ATI
+123.5%
+196.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.4% | -4.1% |
| 7D | +0.1% | -0.1% | +0.1% | 0.0% |
| 30D | +5.3% | +2.7% | +2.5% | +4.5% |
| 3M | +3.1% | +16.3% | -13.2% | -0.8% |
| 6M | -16.5% | +30.2% | -46.6% | -22.2% |
| YTD | -9.2% | +83.6% | -92.7% | -21.5% |
| 1Y | -26.5% | +173.0% | -199.5% | -42.0% |
| 3Y | +39.0% | +356.6% | -317.6% | -6.2% |
| 5Y | +40.4% | +1,074.2% | -1,033.8% | -26.5% |
| 10Y | +303.7% | +1,136.2% | -832.5% | +71.6% |
| All | +320.5% | +123.5% | +196.9% | +141.5% |
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 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