+136.0%
TT vs AON
+17.5%
+118.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.8% | +1.9% | -1.1% | +0.2% |
| 30D | -11.8% | +23.3% | -35.1% | -17.1% |
| 3M | -11.6% | -5.5% | -6.0% | -10.2% |
| 6M | -9.3% | +8.0% | -17.4% | -12.8% |
| YTD | +8.9% | -4.0% | +12.9% | +8.9% |
| 1Y | -2.2% | -1.7% | -0.5% | -3.4% |
| 3Y | +91.9% | +2.9% | +89.0% | +81.5% |
| 5Y | +136.0% | +17.2% | +118.8% | +101.4% |
| All | +136.0% | +17.5% | +118.5% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling