+508.5%
TTD vs ATI
+961.4%
-452.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.7% | +5.1% | +2.3% |
| 7D | +21.3% | +4.2% | +17.1% | +20.1% |
| 30D | +28.7% | -2.5% | +31.3% | +29.2% |
| 3M | +7.7% | -19.4% | +27.1% | +13.0% |
| 6M | -23.5% | +11.1% | -34.6% | -27.3% |
| YTD | -58.7% | +59.5% | -118.2% | -65.3% |
| 1Y | -63.4% | +85.8% | -149.2% | -70.7% |
| 3Y | -75.3% | +311.9% | -387.2% | -85.0% |
| 5Y | -84.4% | +963.2% | -1,047.6% | -92.8% |
| All | +508.5% | +961.4% | -452.9% | +177.3% |
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 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