+753.3%
TT vs ATI
+1,108.2%
-354.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -2.0% | +1.3% |
| 7D | -2.0% | +6.2% | -8.2% | -3.5% |
| 30D | -14.0% | -7.1% | -6.9% | -12.6% |
| 3M | -15.9% | -21.3% | +5.5% | -11.0% |
| 6M | -17.3% | +6.5% | -23.8% | -19.2% |
| YTD | +4.0% | +53.2% | -49.2% | -7.3% |
| 1Y | -7.1% | +82.7% | -89.8% | -20.7% |
| 3Y | +90.2% | +314.3% | -224.1% | +28.7% |
| 5Y | +131.1% | +890.9% | -759.8% | +23.2% |
| All | +753.3% | +1,108.2% | -354.9% | +284.2% |
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