+443.1%
TTMI vs ATI
+1,557.7%
-1,114.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.0% | +5.9% | +7.7% |
| 7D | +5.9% | -0.1% | +5.9% | +5.9% |
| 30D | -4.3% | +2.7% | -7.0% | -5.1% |
| 3M | -32.0% | +16.3% | -48.4% | -35.1% |
| 6M | +19.5% | +30.2% | -10.7% | +10.3% |
| YTD | +82.0% | +83.6% | -1.5% | +48.6% |
| 1Y | +172.6% | +173.0% | -0.4% | +92.3% |
| 3Y | +744.7% | +356.6% | +388.0% | +379.1% |
| 5Y | +805.6% | +1,074.2% | -268.6% | +249.1% |
| 10Y | +1,057.6% | +1,136.2% | -78.6% | +239.9% |
| All | +443.1% | +1,557.7% | -1,114.5% | -5.0% |
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