+911.5%
TT vs AON
+209.9%
+701.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | -1.0% | -5.9% | +4.9% | +1.5% |
| 30D | -8.9% | -13.7% | +4.8% | -3.5% |
| 3M | -1.8% | -8.3% | +6.4% | +0.6% |
| 6M | +1.9% | -3.6% | +5.5% | +1.2% |
| YTD | +13.8% | -12.4% | +26.2% | +17.5% |
| 1Y | +6.1% | -14.6% | +20.8% | +10.7% |
| 3Y | +119.6% | -5.7% | +125.3% | +113.1% |
| 5Y | +145.9% | +9.1% | +136.7% | +117.8% |
| All | +911.5% | +209.9% | +701.6% | +395.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling