-85.1%
TTD vs AON
+17.1%
-102.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.4% |
| 7D | +21.3% | +1.0% | +20.2% | +20.5% |
| 30D | +28.7% | +23.2% | +5.6% | +11.5% |
| 3M | +7.7% | -5.0% | +12.7% | +10.5% |
| 6M | -23.5% | +9.3% | -32.8% | -28.8% |
| YTD | -58.7% | -3.4% | -55.3% | -58.4% |
| 1Y | -63.4% | -2.9% | -60.5% | -63.4% |
| 3Y | -75.3% | +3.6% | -78.9% | -77.9% |
| All | -85.1% | +17.1% | -102.2% | -89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling