+132.3%
TT vs ATI
+959.5%
-827.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -0.4% |
| 7D | +4.0% | +4.2% | -0.1% | +2.9% |
| 30D | -11.3% | -2.5% | -8.8% | -10.9% |
| 3M | -12.3% | -19.4% | +7.1% | -7.4% |
| 6M | -10.8% | +11.1% | -21.9% | -14.0% |
| YTD | +8.2% | +59.5% | -51.4% | -5.0% |
| 1Y | +1.5% | +85.8% | -84.3% | -14.2% |
| 3Y | +91.5% | +311.9% | -220.4% | +28.7% |
| All | +132.3% | +959.5% | -827.2% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling