+7,716.4%
TPR vs ATI
+1,610.0%
+6,106.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -1.0% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -23.0% | +2.7% | -25.7% | -23.8% |
| 3M | -12.5% | +16.3% | -28.8% | -17.5% |
| 6M | -21.4% | +30.2% | -51.6% | -28.9% |
| YTD | -3.5% | +83.6% | -87.1% | -22.4% |
| 1Y | +17.4% | +173.0% | -155.7% | -17.9% |
| 3Y | +291.3% | +356.6% | -65.4% | +119.1% |
| 5Y | +241.9% | +1,074.2% | -832.3% | +33.2% |
| 10Y | +322.7% | +1,136.2% | -813.5% | +41.3% |
| All | +7,716.4% | +1,610.0% | +6,106.4% | +1,608.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling