+318.5%
TPR vs ATI
+1,073.5%
-755.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -1.1% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -23.0% | +2.7% | -25.7% | -24.0% |
| 3M | -12.5% | +16.3% | -28.8% | -18.2% |
| 6M | -21.4% | +30.2% | -51.6% | -30.0% |
| YTD | -3.5% | +83.6% | -87.1% | -24.9% |
| 1Y | +17.4% | +173.0% | -155.7% | -22.2% |
| 3Y | +291.3% | +356.6% | -65.4% | +99.1% |
| 5Y | +241.9% | +1,074.2% | -832.3% | +11.5% |
| All | +318.5% | +1,073.5% | -755.0% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling