-79.6%
TTD vs ONON
-20.9%
-58.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -3.8% |
| 7D | +6.3% | -3.0% | +9.3% | +7.8% |
| 30D | -23.9% | -26.7% | +2.8% | -13.7% |
| 3M | -31.4% | -25.3% | -6.1% | -23.2% |
| 6M | -42.7% | -35.3% | -7.4% | -32.3% |
| YTD | -62.0% | -39.8% | -22.2% | -53.7% |
| 1Y | -72.2% | -39.2% | -33.0% | -66.8% |
| 3Y | -81.9% | -4.2% | -77.7% | -84.4% |
| All | -79.6% | -20.9% | -58.7% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling