+1,502.2%
TSM vs ATI
+1,119.3%
+382.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.2% | -1.6% | +2.3% |
| 7D | -2.5% | +6.0% | -8.5% | -3.7% |
| 30D | -14.3% | -3.6% | -10.6% | -13.6% |
| 3M | -7.2% | -18.9% | +11.6% | -2.8% |
| 6M | -5.1% | +16.7% | -21.8% | -8.6% |
| YTD | +28.9% | +61.1% | -32.2% | +15.5% |
| 1Y | +37.1% | +89.3% | -52.2% | +18.5% |
| 3Y | +341.5% | +333.3% | +8.2% | +214.1% |
| 5Y | +245.7% | +954.5% | -708.8% | +104.3% |
| 10Y | +1,502.2% | +1,067.0% | +435.3% | +825.2% |
| All | +1,502.2% | +1,119.3% | +382.9% | +825.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling