-73.1%
TTD vs ATI
+166.0%
-239.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.3% | -3.3% |
| 7D | +1.7% | +3.2% | -1.4% | +2.7% |
| 30D | +1.6% | -9.0% | +10.6% | -1.1% |
| 3M | -27.8% | +15.1% | -42.9% | -24.8% |
| 6M | -52.1% | +38.1% | -90.2% | -47.1% |
| YTD | -63.1% | +80.7% | -143.7% | -58.1% |
| 1Y | -73.1% | +167.5% | -240.6% | -67.0% |
| All | -73.1% | +166.0% | -239.1% | -67.0% |
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 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