+230.8%
TPR vs ATI
+994.1%
-763.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.0% |
| 7D | -1.1% | +13.0% | -14.1% | -4.8% |
| 30D | +15.1% | +0.2% | +14.9% | +14.4% |
| 3M | -13.4% | -17.5% | +4.1% | -8.8% |
| 6M | +1.4% | +18.1% | -16.8% | -5.5% |
| YTD | +4.8% | +65.7% | -60.9% | -12.3% |
| 1Y | +29.2% | +91.9% | -62.7% | +3.4% |
| 3Y | +403.7% | +335.2% | +68.4% | +194.7% |
| 5Y | +230.8% | +1,004.3% | -773.5% | +37.4% |
| All | +230.8% | +994.1% | -763.3% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling