-25.3%
TTD vs ONTO
+476.3%
-501.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.2% | +2.3% |
| 7D | +21.3% | +17.5% | +3.8% | +15.2% |
| 30D | +28.7% | -15.7% | +44.4% | +34.2% |
| 3M | +7.7% | -39.7% | +47.4% | +22.9% |
| 6M | -23.5% | -26.5% | +3.0% | -25.7% |
| YTD | -58.7% | +29.0% | -87.7% | -70.0% |
| 1Y | -63.4% | +57.0% | -120.4% | -75.9% |
| 3Y | -75.3% | +50.0% | -125.3% | -87.5% |
| 5Y | -84.4% | +127.3% | -211.6% | -94.4% |
| All | -25.3% | +476.3% | -501.7% | -86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling