+399.5%
TPR vs ATI
+328.8%
+70.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.4% |
| 7D | +6.4% | +4.7% | +1.7% | +4.8% |
| 30D | +13.8% | -0.2% | +14.0% | +13.2% |
| 3M | -16.6% | -18.5% | +1.9% | -12.3% |
| 6M | +0.7% | +16.4% | -15.7% | -5.3% |
| YTD | +5.3% | +63.4% | -58.1% | -9.9% |
| 1Y | +32.4% | +91.5% | -59.2% | +8.5% |
| All | +399.5% | +328.8% | +70.6% | +222.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling