+6.6%
ON vs TT
+91.4%
-84.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -2.4% |
| 7D | +12.2% | +4.0% | +8.2% | +8.7% |
| 30D | -3.1% | -11.3% | +8.2% | +7.7% |
| 3M | -12.9% | -12.3% | -0.6% | -2.0% |
| 6M | -38.6% | -10.8% | -27.7% | -30.3% |
| YTD | +31.2% | +8.2% | +23.1% | +29.8% |
| 1Y | +47.6% | +1.5% | +46.2% | +52.9% |
| 3Y | +6.6% | +91.5% | -84.9% | -24.8% |
| All | +6.6% | +91.4% | -84.8% | -24.8% |
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 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