+6,219.9%
TSM vs ATI
+1,117.2%
+5,102.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +2.1% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | +3.6% | +2.7% | +0.9% | +2.7% |
| 3M | -3.4% | +16.3% | -19.7% | -7.2% |
| 6M | +20.6% | +30.2% | -9.6% | +12.3% |
| YTD | +41.9% | +83.6% | -41.7% | +20.8% |
| 1Y | +84.4% | +173.0% | -88.6% | +41.1% |
| 3Y | +380.2% | +356.6% | +23.6% | +213.7% |
| 5Y | +275.3% | +1,074.2% | -798.9% | +86.5% |
| 10Y | +1,751.4% | +1,136.2% | +615.2% | +652.6% |
| All | +6,219.9% | +1,117.2% | +5,102.8% | +1,601.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling