+256.1%
TPR vs ATI
+871.8%
-615.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -2.4% |
| 7D | +14.2% | +6.2% | +8.0% | +11.8% |
| 30D | +17.1% | -7.1% | +24.2% | +19.1% |
| 3M | -17.7% | -21.3% | +3.6% | -12.1% |
| 6M | -10.2% | +6.5% | -16.7% | -13.5% |
| YTD | +4.9% | +53.2% | -48.3% | -10.1% |
| 1Y | +36.1% | +82.7% | -46.6% | +10.5% |
| 3Y | +416.5% | +314.3% | +102.2% | +205.2% |
| All | +256.1% | +871.8% | -615.6% | +56.0% |
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