+26.5%
ON vs TTMI
+451.1%
-424.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +9.0% | -3.2% | +1.7% |
| 7D | +3.3% | +7.2% | -3.9% | -0.1% |
| 30D | -3.1% | -28.7% | +25.5% | +8.4% |
| 3M | -9.2% | -39.8% | +30.6% | +8.7% |
| 6M | -31.4% | -51.7% | +20.4% | -8.2% |
| YTD | +36.0% | +14.1% | +21.9% | +14.7% |
| 1Y | +52.0% | +16.0% | +36.1% | +23.6% |
| 3Y | +9.3% | +452.7% | -443.4% | -66.9% |
| 5Y | +26.5% | +451.5% | -425.0% | -66.2% |
| All | +26.5% | +451.1% | -424.6% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling