+901.9%
TTMI vs ATI
+361.7%
+540.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +4.0% |
| 7D | +12.2% | +3.2% | +9.0% | +10.0% |
| 30D | -5.7% | -9.0% | +3.3% | +0.5% |
| 3M | -27.5% | +15.1% | -42.6% | -32.7% |
| 6M | +47.1% | +38.1% | +9.0% | +23.7% |
| YTD | +87.5% | +80.7% | +6.8% | +38.9% |
| 1Y | +175.2% | +167.5% | +7.7% | +69.5% |
| 3Y | +901.9% | +366.0% | +535.9% | +356.4% |
| All | +901.9% | +361.7% | +540.2% | +356.4% |
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 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