+220.3%
TTMI vs ATI
+1,340.8%
-1,120.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -1.4% |
| 7D | +11.4% | +4.2% | +7.2% | +9.9% |
| 30D | -28.3% | -2.5% | -25.8% | -26.5% |
| 3M | -46.7% | -19.4% | -27.2% | -41.0% |
| 6M | -56.1% | +11.1% | -67.2% | -56.7% |
| YTD | +7.4% | +59.5% | -52.2% | -6.0% |
| 1Y | +17.4% | +85.8% | -68.4% | -2.5% |
| 3Y | +429.1% | +311.9% | +117.2% | +218.0% |
| 5Y | +418.8% | +963.2% | -544.5% | +113.5% |
| 10Y | +411.2% | +977.6% | -566.4% | +63.6% |
| All | +220.3% | +1,340.8% | -1,120.4% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling