+561.8%
ON vs TT
+899.5%
-337.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.1% |
| 7D | -2.2% | +1.6% | -3.7% | -3.4% |
| 30D | -12.4% | -7.3% | -5.1% | -6.5% |
| 3M | -41.2% | -2.6% | -38.6% | -38.9% |
| 6M | +25.0% | +5.9% | +19.1% | +22.0% |
| YTD | +31.3% | +15.4% | +15.9% | +18.0% |
| 1Y | +45.4% | +8.2% | +37.2% | +37.3% |
| 3Y | -27.4% | +122.7% | -150.1% | -64.4% |
| 5Y | +58.5% | +145.0% | -86.5% | -29.5% |
| 10Y | +561.8% | +893.7% | -331.9% | +6.8% |
| All | +561.8% | +899.5% | -337.7% | +6.8% |
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