+138.7%
TRV vs ATI
+358.3%
-219.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +0.2% | +2.4% | -2.2% | 0.0% |
| 30D | -2.3% | -9.5% | +7.2% | -1.8% |
| 3M | +22.7% | +10.4% | +12.3% | +21.7% |
| 6M | +21.9% | +31.8% | -9.9% | +19.2% |
| YTD | +27.5% | +80.0% | -52.5% | +21.3% |
| 1Y | +36.2% | +175.8% | -139.6% | +24.5% |
| All | +138.7% | +358.3% | -219.5% | +109.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling