-9.6%
TOST vs ATI
+91.4%
-101.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.1% |
| 7D | -3.6% | +4.7% | -8.3% | -3.4% |
| 30D | +8.9% | -0.2% | +9.1% | +8.9% |
| 3M | -2.2% | -18.5% | +16.3% | -2.7% |
| 6M | +41.0% | +16.4% | +24.6% | +40.0% |
| YTD | -4.0% | +63.4% | -67.4% | -6.6% |
| 1Y | -9.6% | +91.5% | -101.1% | -19.1% |
| All | -9.6% | +91.4% | -101.0% | -19.1% |
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 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