+523.3%
ON vs TTD
+513.2%
+10.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -4.0% |
| 7D | +12.2% | +21.3% | -9.0% | +6.4% |
| 30D | -3.1% | +28.7% | -31.9% | -9.8% |
| 3M | -12.9% | +7.7% | -20.6% | -15.2% |
| 6M | -38.6% | -23.5% | -15.1% | -36.4% |
| YTD | +31.2% | -58.7% | +89.9% | +59.1% |
| 1Y | +47.6% | -63.4% | +111.1% | +85.0% |
| 3Y | +6.6% | -75.3% | +81.9% | +34.0% |
| 5Y | +21.3% | -84.4% | +105.6% | +58.6% |
| All | +523.3% | +513.2% | +10.1% | +263.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 10y: compounded portfolio wealth divided by compounded TTD 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…
10y analysis · Full analysis span regression · 6 months rolling