+420.9%
TTD vs AON
+235.6%
+185.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.4% |
| 3M | +7.7% | -5.0% | +12.7% | +10.6% |
| 6M | -23.5% | +9.3% | -32.8% | -28.7% |
| 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% | -77.5% |
| 5Y | -84.4% | +16.9% | -101.2% | -87.0% |
| 10Y | +516.1% | +234.4% | +281.7% | +174.7% |
| All | +420.9% | +235.6% | +185.3% | +147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling