-69.1%
TTD vs AON
-15.5%
-53.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | -7.4% | -5.9% | -1.5% | -4.7% |
| 30D | +3.0% | -13.7% | +16.7% | +9.9% |
| 3M | -27.6% | -8.3% | -19.3% | -24.9% |
| 6M | -49.5% | -3.6% | -45.9% | -48.9% |
| YTD | -63.2% | -12.4% | -50.8% | -62.2% |
| All | -69.1% | -15.5% | -53.6% | -66.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling