+430.9%
TTD vs ATI
+1,019.6%
-588.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +2.9% |
| 7D | +20.8% | +4.7% | +16.1% | +19.5% |
| 30D | +33.8% | -0.2% | +34.1% | +33.6% |
| 3M | +17.8% | -18.5% | +36.3% | +23.4% |
| 6M | -25.7% | +16.4% | -42.1% | -30.3% |
| YTD | -57.9% | +63.4% | -121.3% | -64.9% |
| 1Y | -63.8% | +91.5% | -155.4% | -71.3% |
| 3Y | -75.0% | +329.2% | -404.3% | -85.1% |
| 5Y | -82.5% | +966.7% | -1,049.3% | -92.0% |
| 10Y | +527.9% | +1,003.8% | -475.9% | +169.2% |
| All | +430.9% | +1,019.6% | -588.7% | +123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling