+33.0%
TSM vs ATI
+87.1%
-54.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.2% | -1.6% | +0.9% |
| 7D | -2.5% | +6.0% | -8.5% | -5.0% |
| 30D | -14.3% | -3.6% | -10.6% | -12.8% |
| 3M | -7.2% | -18.9% | +11.6% | +2.6% |
| 6M | -5.1% | +16.7% | -21.8% | -13.2% |
| YTD | +28.9% | +61.1% | -32.2% | +0.4% |
| All | +33.0% | +87.1% | -54.1% | -1.4% |
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