+379.4%
TTD vs AON
+219.7%
+159.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -3.6% |
| 7D | +6.3% | -9.1% | +15.4% | +12.9% |
| 30D | -23.9% | -10.2% | -13.6% | -18.4% |
| 3M | -31.4% | +0.5% | -31.9% | -32.2% |
| 6M | -42.7% | -4.8% | -37.8% | -41.1% |
| YTD | -62.0% | -8.0% | -54.0% | -60.3% |
| 1Y | -72.2% | -13.1% | -59.1% | -69.9% |
| 3Y | -81.9% | -1.3% | -80.7% | -83.0% |
| 5Y | -81.5% | +14.9% | -96.5% | -84.4% |
| All | +379.4% | +219.7% | +159.7% | +136.3% |
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 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