-46.1%
TTD vs ATI
+9.7%
-55.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | +1.7% |
| 7D | +5.2% | +6.2% | -1.0% | +6.6% |
| 30D | +6.9% | -7.1% | +14.0% | +4.4% |
| 3M | -26.8% | -21.3% | -5.5% | -32.1% |
| 6M | -46.1% | +6.5% | -52.6% | -47.7% |
| All | -46.1% | +9.7% | -55.9% | -47.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling