-56.1%
TTMI vs ATI
+13.5%
-69.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | +1.8% |
| 7D | +11.4% | +4.2% | +7.2% | +6.3% |
| 30D | -28.3% | -2.5% | -25.8% | -23.3% |
| 3M | -46.7% | -19.4% | -27.2% | -28.0% |
| 6M | -56.1% | +11.1% | -67.2% | -57.2% |
| All | -56.1% | +13.5% | -69.6% | -57.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling