+376.4%
TTD vs AON
+199.5%
+176.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.8% |
| 7D | -0.6% | -6.3% | +5.7% | +3.8% |
| 30D | +6.3% | -14.1% | +20.4% | +17.2% |
| 3M | -24.1% | -9.5% | -14.6% | -19.4% |
| 6M | -47.4% | -4.0% | -43.4% | -46.3% |
| YTD | -62.2% | -13.8% | -48.4% | -58.8% |
| 1Y | -68.3% | -18.3% | -50.0% | -64.2% |
| 3Y | -83.4% | -7.2% | -76.2% | -83.8% |
| 5Y | -80.3% | +7.3% | -87.6% | -82.6% |
| All | +376.4% | +199.5% | +176.9% | +145.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling