-80.6%
TTD vs ONTO
+258.3%
-338.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.9% | -7.7% | -4.1% |
| 7D | +1.7% | +9.7% | -7.9% | -0.9% |
| 30D | +1.6% | -8.8% | +10.4% | +3.1% |
| 3M | -27.8% | +4.5% | -32.3% | -33.6% |
| 6M | -52.1% | +56.4% | -108.5% | -63.1% |
| YTD | -63.1% | +78.1% | -141.1% | -73.4% |
| 1Y | -73.1% | +171.3% | -244.3% | -84.0% |
| 3Y | -83.3% | +118.7% | -201.9% | -92.1% |
| 5Y | -80.6% | +269.4% | -350.0% | -94.0% |
| All | -80.6% | +258.3% | -338.9% | -94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling