+8,579.1%
TPR vs ATI
+1,383.3%
+7,195.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | +0.1% |
| 7D | +12.1% | +1.3% | +10.7% | +11.2% |
| 30D | +16.7% | -4.8% | +21.4% | +17.8% |
| 3M | -17.4% | -19.9% | +2.5% | -11.8% |
| 6M | +2.3% | +15.4% | -13.1% | -4.3% |
| YTD | +7.1% | +59.2% | -52.1% | -10.4% |
| 1Y | +29.5% | +86.3% | -56.8% | +2.8% |
| 3Y | +415.0% | +318.2% | +96.8% | +195.5% |
| 5Y | +261.5% | +958.6% | -697.2% | +45.5% |
| 10Y | +383.3% | +996.8% | -613.4% | +69.1% |
| All | +8,579.1% | +1,383.3% | +7,195.8% | +1,873.1% |
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