+523.3%
ON vs TTMI
+394.2%
+129.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -2.1% |
| 7D | +12.2% | +11.4% | +0.9% | +5.9% |
| 30D | -3.1% | -28.3% | +25.2% | +9.9% |
| 3M | -12.9% | -46.7% | +33.8% | +13.7% |
| 6M | -38.6% | -56.1% | +17.5% | -11.2% |
| YTD | +31.2% | +7.4% | +23.9% | +7.5% |
| 1Y | +47.6% | +17.4% | +30.2% | +11.3% |
| 3Y | +6.6% | +429.1% | -422.5% | -71.6% |
| 5Y | +21.3% | +418.8% | -397.5% | -69.1% |
| All | +523.3% | +394.2% | +129.1% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling