-27.5%
ON vs TTMI
+859.5%
-886.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +1.5% |
| 7D | -1.9% | +7.5% | -9.4% | -5.2% |
| 30D | -11.0% | -4.5% | -6.5% | -10.0% |
| 3M | -39.3% | -28.5% | -10.8% | -30.3% |
| 6M | +19.8% | +28.4% | -8.5% | +9.2% |
| YTD | +31.1% | +80.1% | -49.0% | +0.3% |
| 1Y | +46.0% | +161.0% | -115.0% | -10.8% |
| All | -27.5% | +859.5% | -886.9% | -78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling