+188.0%
ON vs TT
+4,312.8%
-4,124.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.7% | +4.5% | +5.8% |
| 7D | -1.4% | +1.7% | -3.2% | -2.2% |
| 30D | -10.9% | -11.8% | +1.0% | -2.0% |
| 3M | -14.9% | -12.6% | -2.3% | -5.5% |
| 6M | -33.0% | -9.4% | -23.7% | -26.3% |
| YTD | +27.6% | +8.8% | +18.8% | +22.5% |
| 1Y | +44.5% | -2.5% | +47.0% | +49.8% |
| 3Y | +7.4% | +95.7% | -88.3% | -33.0% |
| 5Y | +18.7% | +135.7% | -117.0% | -35.2% |
| 10Y | +516.0% | +750.6% | -234.7% | +41.5% |
| All | +188.0% | +4,312.8% | -4,124.9% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling