-45.4%
TOST vs ATI
+1,027.0%
-1,072.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -2.0% |
| 7D | -3.6% | +4.7% | -8.3% | -5.1% |
| 30D | +8.9% | -0.2% | +9.1% | +8.2% |
| 3M | -2.2% | -18.5% | +16.3% | +3.1% |
| 6M | +41.0% | +16.4% | +24.6% | +30.6% |
| YTD | -4.0% | +63.4% | -67.4% | -22.8% |
| 1Y | -9.6% | +91.5% | -101.1% | -31.7% |
| 3Y | +141.7% | +329.2% | -187.6% | +24.2% |
| 5Y | -29.5% | +966.7% | -996.2% | -73.6% |
| All | -45.4% | +1,027.0% | -1,072.4% | -79.1% |
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