+5.0%
TSLL vs ATI
-17.5%
+22.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -6.0% | -15.9% | -19.7% |
| 7D | -28.9% | -3.8% | -25.1% | -27.2% |
| 30D | -21.4% | -13.5% | -7.9% | -21.5% |
| 3M | +5.0% | -17.9% | +22.9% | +3.1% |
| All | +5.0% | -17.5% | +22.5% | +3.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling