+1,084.3%
TTMI vs ATI
+1,155.5%
-71.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.1% | -0.2% |
| 7D | +6.0% | -2.7% | +8.7% | +7.1% |
| 30D | -6.4% | -13.5% | +7.1% | -1.2% |
| 3M | -28.9% | +8.5% | -37.4% | -30.2% |
| 6M | +26.9% | +25.2% | +1.7% | +19.2% |
| YTD | +77.3% | +73.4% | +3.9% | +50.7% |
| 1Y | +147.5% | +160.5% | -13.0% | +85.1% |
| 3Y | +847.6% | +347.3% | +500.3% | +487.4% |
| 5Y | +802.2% | +1,049.0% | -246.7% | +319.7% |
| All | +1,084.3% | +1,155.5% | -71.2% | +403.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling