+383.3%
TPR vs ATI
+1,024.4%
-641.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | +0.1% |
| 7D | +12.1% | +1.3% | +10.7% | +11.1% |
| 30D | +16.7% | -4.8% | +21.4% | +18.0% |
| 3M | -17.4% | -19.9% | +2.5% | -10.9% |
| 6M | +2.3% | +15.4% | -13.1% | -5.5% |
| YTD | +7.1% | +59.2% | -52.1% | -13.2% |
| 1Y | +29.5% | +86.3% | -56.8% | -1.3% |
| 3Y | +415.0% | +318.2% | +96.8% | +165.3% |
| 5Y | +261.5% | +958.6% | -697.2% | +18.8% |
| 10Y | +383.3% | +996.8% | -613.4% | +35.3% |
| All | +383.3% | +1,024.4% | -641.1% | +35.3% |
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 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