-45.7%
TOST vs ATI
+1,165.9%
-1,211.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.9% |
| 7D | -3.4% | -0.1% | -3.4% | -3.4% |
| 30D | -2.4% | +2.7% | -5.1% | -3.7% |
| 3M | +34.6% | +16.3% | +18.3% | +26.5% |
| 6M | +15.2% | +30.2% | -15.0% | +3.1% |
| YTD | -4.4% | +83.6% | -88.0% | -25.2% |
| 1Y | -17.4% | +173.0% | -190.4% | -45.1% |
| 3Y | +54.5% | +356.6% | -302.2% | -21.2% |
| All | -45.7% | +1,165.9% | -1,211.6% | -79.7% |
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