+572.1%
ON vs TTMI
+1,087.8%
-515.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.3% |
| 7D | -4.7% | +6.0% | -10.7% | -8.0% |
| 30D | -13.5% | -6.4% | -7.1% | -11.4% |
| 3M | -36.3% | -28.9% | -7.4% | -24.9% |
| 6M | +17.8% | +26.9% | -9.1% | +0.3% |
| YTD | +29.6% | +77.3% | -47.7% | -12.7% |
| 1Y | +45.8% | +147.5% | -101.7% | -23.1% |
| 3Y | -28.3% | +847.6% | -876.0% | -84.5% |
| 5Y | +49.6% | +802.2% | -752.6% | -68.2% |
| All | +572.1% | +1,087.8% | -515.6% | +29.6% |
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