+62.9%
ON vs TT
+140.2%
-77.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.0% |
| 3M | -43.6% | -3.0% | -40.6% | -41.1% |
| 6M | +19.0% | +1.4% | +17.6% | +20.9% |
| YTD | +37.4% | +15.9% | +21.5% | +24.3% |
| 1Y | +54.8% | +9.4% | +45.3% | +46.1% |
| 3Y | -25.2% | +124.4% | -149.5% | -63.0% |
| All | +62.9% | +140.2% | -77.3% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling