+103.2%
TOST vs ATI
+320.9%
-217.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -2.3% |
| 7D | +9.4% | +6.2% | +3.3% | +7.9% |
| 30D | +13.5% | -7.1% | +20.6% | +14.9% |
| 3M | -0.1% | -21.3% | +21.2% | +4.8% |
| 6M | +22.5% | +6.5% | +16.0% | +17.9% |
| YTD | -2.4% | +53.2% | -55.5% | -17.3% |
| 1Y | -4.7% | +82.7% | -87.4% | -24.0% |
| 3Y | +103.2% | +314.3% | -211.1% | +16.3% |
| All | +103.2% | +320.9% | -217.6% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling