+483.4%
ON vs TTMI
+504.4%
-21.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.8% | -7.9% | -2.0% |
| 7D | +2.4% | +5.9% | -3.4% | +0.3% |
| 30D | -3.3% | -4.3% | +1.0% | -2.3% |
| 3M | -43.6% | -32.0% | -11.5% | -36.0% |
| 6M | +19.0% | +19.5% | -0.5% | +10.6% |
| YTD | +37.4% | +82.0% | -44.7% | +8.5% |
| 1Y | +54.8% | +172.6% | -117.9% | +4.4% |
| 3Y | -25.2% | +744.7% | -769.8% | -66.1% |
| 5Y | +62.7% | +805.6% | -742.8% | -28.3% |
| 10Y | +574.3% | +1,057.6% | -483.3% | +175.8% |
| All | +483.4% | +504.4% | -21.0% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling