+137.5%
TT vs ONON
-5.0%
+142.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.7% |
| 7D | +4.0% | -10.0% | +14.0% | +5.7% |
| 30D | -11.3% | -5.3% | -6.0% | -10.8% |
| 3M | -12.3% | +6.5% | -18.7% | -13.4% |
| 6M | -10.8% | -5.0% | -5.9% | -11.2% |
| YTD | +8.2% | -27.6% | +35.8% | +12.0% |
| 1Y | +1.5% | -20.7% | +22.2% | +3.5% |
| 3Y | +91.5% | +26.6% | +64.9% | +76.8% |
| 5Y | +130.2% | -9.6% | +139.8% | +99.4% |
| All | +137.5% | -5.0% | +142.5% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling