+486.7%
ON vs TTD
+419.3%
+67.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +15.5% | -6.3% | +5.0% |
| 7D | -1.4% | +19.0% | -20.4% | -5.9% |
| 30D | -10.9% | +23.6% | -34.5% | -16.0% |
| 3M | -14.9% | +8.2% | -23.0% | -17.3% |
| 6M | -33.0% | -35.3% | +2.3% | -27.5% |
| YTD | +27.6% | -60.7% | +88.3% | +56.3% |
| 1Y | +44.5% | -65.3% | +109.8% | +83.0% |
| 3Y | +7.4% | -80.6% | +88.0% | +43.4% |
| 5Y | +18.7% | -84.6% | +103.4% | +55.1% |
| 10Y | +516.0% | +550.5% | -34.6% | +268.1% |
| All | +486.7% | +419.3% | +67.4% | +254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling