-4.4%
ON vs TTD
-83.7%
+79.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.3% |
| 7D | -11.7% | +5.2% | -16.9% | -12.3% |
| 30D | -23.3% | +6.9% | -30.2% | -24.0% |
| 3M | -19.2% | -26.8% | +7.6% | -16.2% |
| 6M | -40.1% | -46.1% | +6.0% | -35.0% |
| YTD | +16.9% | -65.9% | +82.9% | +38.8% |
| 1Y | +29.7% | -71.8% | +101.6% | +60.7% |
| 3Y | -4.4% | -83.3% | +78.9% | +14.9% |
| All | -4.4% | -83.7% | +79.3% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling