+812.9%
TTMI vs ATI
+1,086.3%
-273.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.6% | -3.7% |
| 7D | +7.5% | +2.4% | +5.1% | +6.2% |
| 30D | -4.5% | -9.5% | +5.0% | +1.0% |
| 3M | -28.5% | +10.4% | -38.9% | -31.2% |
| 6M | +28.4% | +31.8% | -3.4% | +13.9% |
| YTD | +80.1% | +80.0% | +0.1% | +40.6% |
| 1Y | +161.0% | +175.8% | -14.8% | +70.9% |
| 3Y | +862.4% | +364.2% | +498.2% | +392.9% |
| 5Y | +812.9% | +1,076.9% | -263.9% | +282.2% |
| All | +812.9% | +1,086.3% | -273.4% | +282.2% |
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