+152.4%
TT vs ONON
-24.2%
+176.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +1.4% | -3.5% | +4.9% | +2.0% |
| 30D | -6.7% | -30.8% | +24.1% | -1.6% |
| 3M | -5.4% | -29.8% | +24.4% | -0.8% |
| 6M | +4.4% | -34.8% | +39.2% | +10.3% |
| YTD | +14.9% | -42.3% | +57.2% | +23.6% |
| 1Y | +9.3% | -39.5% | +48.8% | +16.1% |
| 3Y | +121.7% | -9.3% | +131.0% | +115.9% |
| All | +152.4% | -24.2% | +176.6% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling