-31.3%
TTD vs ONTO
+658.6%
-689.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.2% | -10.5% | -6.5% |
| 7D | +6.3% | -1.0% | +7.4% | +6.5% |
| 30D | -23.9% | -2.9% | -21.0% | -25.6% |
| 3M | -31.4% | -2.5% | -28.9% | -36.8% |
| 6M | -42.7% | +28.2% | -70.9% | -55.1% |
| YTD | -62.0% | +69.8% | -131.8% | -74.1% |
| 1Y | -72.2% | +162.9% | -235.1% | -85.0% |
| 3Y | -81.9% | +95.9% | -177.9% | -91.6% |
| 5Y | -81.5% | +244.5% | -326.0% | -94.3% |
| All | -31.3% | +658.6% | -689.9% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling