-72.0%
TTD vs ONTO
+46.1%
-118.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -8.7% | +11.6% | +1.7% |
| 7D | +3.7% | -17.4% | +21.1% | +1.0% |
| 30D | +10.4% | -43.2% | +53.6% | +2.3% |
| 3M | -31.6% | -35.7% | +4.1% | -34.2% |
| 6M | -45.1% | -38.3% | -6.8% | -46.8% |
| YTD | -65.1% | +17.1% | -82.2% | -68.0% |
| 1Y | -72.0% | +43.1% | -115.1% | -74.5% |
| All | -72.0% | +46.1% | -118.1% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 1y: compounded portfolio wealth divided by compounded ONTO 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…
1y analysis · Full analysis span regression · 6 months rolling