+365.8%
TTD vs ATI
+1,137.7%
-772.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.3% | -2.4% |
| 7D | +1.7% | +3.2% | -1.4% | +0.9% |
| 30D | +1.6% | -9.0% | +10.6% | +3.9% |
| 3M | -27.8% | +15.1% | -42.9% | -31.5% |
| 6M | -52.1% | +38.1% | -90.2% | -57.4% |
| YTD | -63.1% | +80.7% | -143.7% | -69.9% |
| 1Y | -73.1% | +167.5% | -240.6% | -80.7% |
| 3Y | -83.3% | +366.0% | -449.3% | -90.2% |
| 5Y | -80.6% | +1,088.8% | -1,169.4% | -91.4% |
| All | +365.8% | +1,137.7% | -772.0% | +91.7% |
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 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