-80.3%
TTD vs ONON
-24.2%
-56.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -7.4% | -5.3% | -2.1% | -5.0% |
| 30D | +3.0% | -13.1% | +16.2% | +9.9% |
| 3M | -27.6% | -29.3% | +1.8% | -16.9% |
| 6M | -49.5% | -34.5% | -14.9% | -40.7% |
| YTD | -63.2% | -42.2% | -21.0% | -54.3% |
| 1Y | -69.7% | -37.3% | -32.4% | -64.6% |
| 3Y | -83.3% | -9.3% | -74.1% | -85.2% |
| All | -80.3% | -24.2% | -56.1% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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