+240.4%
TPR vs ATI
+1,074.8%
-834.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.9% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -23.0% | +2.7% | -25.7% | -23.7% |
| 3M | -12.5% | +16.3% | -28.8% | -17.1% |
| 6M | -21.4% | +30.2% | -51.6% | -28.5% |
| YTD | -3.5% | +83.6% | -87.1% | -21.0% |
| 1Y | +17.4% | +173.0% | -155.7% | -15.2% |
| 3Y | +291.3% | +356.6% | -65.4% | +128.7% |
| All | +240.4% | +1,074.8% | -834.4% | +41.9% |
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 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