+12,772.9%
TDG vs AON
+851.8%
+11,921.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.4% |
| 7D | -2.7% | -5.9% | +3.2% | +0.4% |
| 30D | -9.3% | -13.7% | +4.4% | -2.5% |
| 3M | -7.1% | -8.3% | +1.2% | -3.7% |
| 6M | -11.2% | -3.6% | -7.5% | -10.9% |
| YTD | -15.3% | -12.4% | -2.9% | -11.2% |
| 1Y | -12.5% | -14.6% | +2.2% | -7.3% |
| 3Y | +51.2% | -5.7% | +56.9% | +48.7% |
| 5Y | +126.1% | +9.1% | +117.0% | +102.7% |
| 10Y | +536.2% | +208.7% | +327.5% | +222.3% |
| All | +12,772.9% | +851.8% | +11,921.0% | +3,220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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