+149.9%
TT vs ONON
-24.2%
+174.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.0% | -5.3% | +4.4% | -0.1% |
| 30D | -8.9% | -13.1% | +4.2% | -6.9% |
| 3M | -1.8% | -29.3% | +27.5% | +2.8% |
| 6M | +1.9% | -34.5% | +36.4% | +7.6% |
| YTD | +13.8% | -42.2% | +56.0% | +22.4% |
| 1Y | +6.1% | -37.3% | +43.5% | +12.1% |
| 3Y | +119.6% | -9.3% | +128.8% | +113.7% |
| All | +149.9% | -24.2% | +174.1% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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