-43.8%
TOST vs ATI
+911.7%
-955.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.4% | +1.2% |
| 7D | +11.6% | -3.8% | +15.4% | +12.8% |
| 30D | +16.2% | -13.5% | +29.8% | +20.7% |
| 3M | +1.0% | -17.9% | +19.0% | +6.0% |
| 6M | +23.2% | +8.4% | +14.8% | +16.6% |
| YTD | -1.0% | +46.7% | -47.7% | -17.7% |
| 1Y | -9.9% | +74.5% | -84.4% | -30.0% |
| 3Y | +101.0% | +303.7% | -202.7% | +4.6% |
| 5Y | -40.4% | +848.9% | -889.3% | -76.9% |
| All | -43.8% | +911.7% | -955.4% | -77.7% |
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