-33.9%
TTD vs ONTO
+688.0%
-721.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -4.6% | +9.4% | -14.0% | -7.8% |
| 30D | +3.7% | -4.4% | +8.1% | +3.8% |
| 3M | -30.2% | +1.6% | -31.8% | -36.6% |
| 6M | -51.4% | +45.3% | -96.7% | -63.5% |
| YTD | -63.4% | +76.4% | -139.8% | -75.4% |
| 1Y | -73.5% | +167.2% | -240.7% | -85.8% |
| 3Y | -83.5% | +116.6% | -200.0% | -92.7% |
| 5Y | -80.9% | +263.7% | -344.7% | -94.3% |
| All | -33.9% | +688.0% | -721.9% | -89.2% |
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