+154.5%
TT vs ONON
-20.9%
+175.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.1% |
| 7D | 0.0% | -3.0% | +3.0% | +0.5% |
| 30D | -7.2% | -26.7% | +19.5% | -3.1% |
| 3M | -3.0% | -25.3% | +22.3% | +0.8% |
| 6M | +1.4% | -35.3% | +36.6% | +7.3% |
| YTD | +15.9% | -39.8% | +55.7% | +23.9% |
| 1Y | +9.4% | -39.2% | +48.6% | +16.2% |
| 3Y | +124.4% | -4.2% | +128.6% | +116.5% |
| All | +154.5% | -20.9% | +175.4% | +126.0% |
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