+46.0%
ON vs TTD
-73.2%
+119.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.2% |
| 7D | -1.9% | -4.6% | +2.7% | -2.2% |
| 30D | -11.0% | +3.7% | -14.7% | -10.7% |
| 3M | -39.3% | -30.2% | -9.1% | -39.6% |
| 6M | +19.8% | -51.4% | +71.2% | +21.8% |
| YTD | +31.1% | -63.4% | +94.5% | +41.5% |
| 1Y | +46.0% | -73.5% | +119.5% | +68.0% |
| All | +46.0% | -73.2% | +119.2% | +68.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling