+2,483.9%
TRV vs ATI
+957.9%
+1,526.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.7% |
| 7D | +2.0% | +4.2% | -2.1% | +1.2% |
| 30D | +6.7% | -2.5% | +9.3% | +6.8% |
| 3M | +9.4% | -19.4% | +28.8% | +13.2% |
| 6M | +37.7% | +11.1% | +26.6% | +33.1% |
| YTD | +40.6% | +59.5% | -19.0% | +25.7% |
| 1Y | +42.4% | +85.8% | -43.3% | +23.5% |
| 3Y | +148.1% | +311.9% | -163.8% | +77.0% |
| 5Y | +181.7% | +963.2% | -781.6% | +61.4% |
| 10Y | +352.6% | +977.6% | -625.1% | +127.7% |
| All | +2,483.9% | +957.9% | +1,526.0% | +714.8% |
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