+14,971.0%
TT vs AON
+5,309.2%
+9,661.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | +8.1% | -3.2% | +11.2% | +9.4% |
| 30D | -11.3% | +21.7% | -33.0% | -18.3% |
| 3M | -11.2% | -5.1% | -6.0% | -10.3% |
| 6M | -8.9% | +5.9% | -14.8% | -12.7% |
| YTD | +9.7% | -4.8% | +14.5% | +8.6% |
| 1Y | +1.3% | -4.1% | +5.3% | -0.2% |
| 3Y | +93.4% | +2.0% | +91.3% | +82.5% |
| 5Y | +133.5% | +15.2% | +118.4% | +109.2% |
| 10Y | +739.9% | +229.5% | +510.4% | +383.7% |
| All | +14,971.0% | +5,309.2% | +9,661.9% | +2,882.0% |
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