-44.5%
TOST vs ATI
+956.4%
-1,001.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -2.7% |
| 7D | +9.4% | +6.2% | +3.3% | +7.4% |
| 30D | +13.5% | -7.1% | +20.6% | +15.3% |
| 3M | -0.1% | -21.3% | +21.2% | +6.4% |
| 6M | +22.5% | +6.5% | +16.0% | +16.8% |
| YTD | -2.4% | +53.2% | -55.5% | -20.0% |
| 1Y | -4.7% | +82.7% | -87.4% | -27.0% |
| 3Y | +103.2% | +314.3% | -211.1% | +5.2% |
| 5Y | -41.2% | +890.9% | -932.2% | -77.5% |
| All | -44.5% | +956.4% | -1,001.0% | -78.3% |
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 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