-25.1%
ON vs TT
+125.0%
-150.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.3% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | -3.3% | -7.2% | +3.9% | +2.5% |
| 3M | -43.6% | -3.0% | -40.6% | -41.1% |
| 6M | +19.0% | +1.4% | +17.6% | +21.4% |
| YTD | +37.4% | +15.9% | +21.5% | +28.0% |
| 1Y | +54.8% | +9.4% | +45.3% | +49.4% |
| All | -25.1% | +125.0% | -150.1% | -49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling