+457.3%
ON vs TTMI
+256.5%
+200.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -2.6% |
| 7D | +12.2% | +11.4% | +0.9% | +8.2% |
| 30D | -3.1% | -28.3% | +25.2% | +5.7% |
| 3M | -12.9% | -46.7% | +33.8% | +4.1% |
| 6M | -38.6% | -56.1% | +17.5% | -21.5% |
| YTD | +31.2% | +7.4% | +23.9% | +20.3% |
| 1Y | +47.6% | +17.4% | +30.2% | +29.5% |
| 3Y | +6.6% | +429.1% | -422.5% | -44.9% |
| 5Y | +21.3% | +418.8% | -397.5% | -37.4% |
| 10Y | +533.3% | +411.2% | +122.1% | +228.0% |
| All | +457.3% | +256.5% | +200.9% | +84.1% |
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