-43.7%
TSCO vs ATI
+159.9%
-203.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.7% | -5.6% | 0.0% | -5.1% |
| 30D | -8.8% | -13.7% | +5.0% | -7.4% |
| 3M | +6.3% | -0.4% | +6.7% | +6.1% |
| 6M | -32.3% | +26.2% | -58.5% | -34.8% |
| YTD | -32.7% | +73.2% | -105.9% | -36.2% |
| 1Y | -43.7% | +161.6% | -205.3% | -47.8% |
| All | -43.7% | +159.9% | -203.6% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling