+417.0%
TTMI vs ATI
+959.5%
-542.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -0.6% |
| 7D | +11.4% | +4.2% | +7.2% | +9.1% |
| 30D | -28.3% | -2.5% | -25.8% | -25.8% |
| 3M | -46.7% | -19.4% | -27.2% | -38.3% |
| 6M | -56.1% | +11.1% | -67.2% | -56.9% |
| YTD | +7.4% | +59.5% | -52.2% | -9.6% |
| 1Y | +17.4% | +85.8% | -68.4% | -7.3% |
| 3Y | +429.1% | +311.9% | +117.2% | +182.7% |
| All | +417.0% | +959.5% | -542.6% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling