+329.6%
TTD vs ATI
+949.5%
-619.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | -0.2% |
| 7D | +5.2% | +6.2% | -1.0% | +3.5% |
| 30D | +6.9% | -7.1% | +14.0% | +8.5% |
| 3M | -26.8% | -21.3% | -5.5% | -22.9% |
| 6M | -46.1% | +6.5% | -52.6% | -48.4% |
| YTD | -65.9% | +53.2% | -119.1% | -71.2% |
| 1Y | -71.8% | +82.7% | -154.5% | -77.4% |
| 3Y | -83.3% | +314.3% | -397.6% | -90.0% |
| 5Y | -81.1% | +890.9% | -972.1% | -91.2% |
| 10Y | +441.7% | +1,142.3% | -700.6% | +120.8% |
| All | +329.6% | +949.5% | -619.9% | +83.3% |
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