+477.4%
ON vs TTMI
+278.7%
+198.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +9.0% | -3.2% | +2.7% |
| 7D | +3.3% | +7.2% | -3.9% | +0.9% |
| 30D | -3.1% | -28.7% | +25.5% | +5.7% |
| 3M | -9.2% | -39.8% | +30.6% | +4.1% |
| 6M | -31.4% | -51.7% | +20.4% | -14.9% |
| YTD | +36.0% | +14.1% | +21.9% | +22.1% |
| 1Y | +52.0% | +16.0% | +36.1% | +33.6% |
| 3Y | +9.3% | +452.7% | -443.4% | -44.4% |
| 5Y | +26.5% | +451.5% | -425.0% | -36.0% |
| 10Y | +556.1% | +443.1% | +113.0% | +233.0% |
| All | +477.4% | +278.7% | +198.7% | +86.9% |
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