+91.5%
TT vs ATI
+318.7%
-227.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -0.3% |
| 7D | +4.0% | +4.2% | -0.1% | +2.8% |
| 30D | -11.3% | -2.5% | -8.8% | -10.9% |
| 3M | -12.3% | -19.4% | +7.1% | -7.0% |
| 6M | -10.8% | +11.1% | -21.9% | -14.3% |
| YTD | +8.2% | +59.5% | -51.4% | -6.0% |
| 1Y | +1.5% | +85.8% | -84.3% | -15.3% |
| 3Y | +91.5% | +311.9% | -220.4% | +31.3% |
| All | +91.5% | +318.7% | -227.2% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling