+535.7%
ON vs TTD
+545.2%
-9.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | -0.2% |
| 7D | -4.1% | +19.9% | -24.0% | -8.7% |
| 30D | -10.2% | +27.6% | -37.9% | -16.2% |
| 3M | -12.7% | +15.2% | -27.9% | -16.7% |
| 6M | -32.5% | -33.2% | +0.6% | -27.5% |
| YTD | +28.6% | -59.4% | +87.9% | +56.5% |
| 1Y | +43.4% | -64.4% | +107.8% | +81.0% |
| 3Y | +3.3% | -75.9% | +79.2% | +30.8% |
| 5Y | +22.5% | -82.6% | +105.1% | +55.2% |
| 10Y | +535.7% | +558.1% | -22.4% | +262.7% |
| All | +535.7% | +545.2% | -9.5% | +262.7% |
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