+7.8%
ON vs TT
+129.2%
-121.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -1.6% |
| 7D | -11.7% | -2.0% | -9.7% | -9.8% |
| 30D | -23.3% | -14.0% | -9.3% | -12.4% |
| 3M | -19.2% | -15.9% | -3.3% | -5.6% |
| 6M | -40.1% | -17.3% | -22.8% | -27.7% |
| YTD | +16.9% | +4.0% | +13.0% | +16.8% |
| 1Y | +29.7% | -7.1% | +36.9% | +41.9% |
| 3Y | -4.4% | +90.2% | -94.6% | -45.1% |
| All | +7.8% | +129.2% | -121.4% | -54.6% |
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 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