-2.3%
TT vs ATI
+87.1%
-89.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.2% | -0.5% | +2.7% |
| 7D | +1.7% | +6.0% | -4.3% | -0.5% |
| 30D | -11.8% | -3.6% | -8.2% | -10.8% |
| 3M | -12.6% | -18.9% | +6.3% | -5.5% |
| 6M | -9.4% | +16.7% | -26.1% | -16.7% |
| YTD | +8.8% | +61.1% | -52.3% | -13.6% |
| All | -2.3% | +87.1% | -89.4% | -27.7% |
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 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