-82.9%
TTD vs ATI
+373.5%
-456.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.4% | -4.9% |
| 7D | +6.3% | -0.1% | +6.4% | +6.3% |
| 30D | -23.9% | +2.7% | -26.6% | -24.6% |
| 3M | -31.4% | +16.3% | -47.7% | -34.0% |
| 6M | -42.7% | +30.2% | -72.8% | -46.7% |
| YTD | -62.0% | +83.6% | -145.5% | -68.4% |
| 1Y | -72.2% | +173.0% | -245.2% | -80.0% |
| All | -82.9% | +373.5% | -456.4% | -90.5% |
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