+62.9%
ON vs TTD
-81.6%
+144.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +2.1% |
| 7D | +2.4% | +6.3% | -3.9% | +0.8% |
| 30D | -3.3% | -23.9% | +20.6% | +2.2% |
| 3M | -43.6% | -31.4% | -12.2% | -39.3% |
| 6M | +19.0% | -42.7% | +61.6% | +31.2% |
| YTD | +37.4% | -62.0% | +99.3% | +70.5% |
| 1Y | +54.8% | -72.2% | +127.0% | +109.5% |
| 3Y | -25.2% | -81.9% | +56.8% | +0.3% |
| All | +62.9% | -81.6% | +144.5% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling