+535.7%
ON vs TT
+744.7%
-209.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -4.1% | +0.8% | -4.9% | -4.4% |
| 30D | -10.2% | -11.8% | +1.6% | +0.6% |
| 3M | -12.7% | -11.6% | -1.2% | -2.2% |
| 6M | -32.5% | -9.3% | -23.2% | -24.5% |
| YTD | +28.6% | +8.9% | +19.7% | +22.2% |
| 1Y | +43.4% | -2.2% | +45.6% | +49.2% |
| 3Y | +3.3% | +91.9% | -88.6% | -41.8% |
| 5Y | +22.5% | +136.0% | -113.5% | -43.9% |
| 10Y | +535.7% | +734.7% | -199.0% | +4.6% |
| All | +535.7% | +744.7% | -209.0% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling