+437.4%
ON vs TTD
+349.7%
+87.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.2% |
| 7D | -11.7% | +5.2% | -16.9% | -12.8% |
| 30D | -23.3% | +6.9% | -30.2% | -24.8% |
| 3M | -19.2% | -26.8% | +7.6% | -13.7% |
| 6M | -40.1% | -46.1% | +6.0% | -31.8% |
| YTD | +16.9% | -65.9% | +82.9% | +48.9% |
| 1Y | +29.7% | -71.8% | +101.6% | +74.1% |
| 3Y | -4.4% | -83.3% | +78.9% | +33.1% |
| 5Y | +7.1% | -81.1% | +88.2% | +30.1% |
| 10Y | +447.2% | +441.7% | +5.5% | +240.8% |
| All | +437.4% | +349.7% | +87.7% | +237.7% |
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 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