-10.3%
TSCO vs ATI
+1,021.8%
-1,032.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.2% | -0.9% |
| 7D | -3.1% | -2.7% | -0.4% | -2.7% |
| 30D | -4.4% | -13.5% | +9.1% | -2.4% |
| 3M | +9.7% | +8.5% | +1.2% | +7.9% |
| 6M | -32.4% | +25.2% | -57.6% | -35.2% |
| YTD | -31.7% | +73.4% | -105.1% | -37.7% |
| 1Y | -41.3% | +160.5% | -201.8% | -49.9% |
| 3Y | -18.3% | +347.3% | -365.6% | -38.4% |
| 5Y | -10.3% | +1,049.0% | -1,059.2% | -39.7% |
| All | -10.3% | +1,021.8% | -1,032.0% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling