-28.9%
TTD vs ONTO
+449.2%
-478.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +12.0% | +3.5% | +11.5% |
| 7D | +19.0% | +1.4% | +17.6% | +17.6% |
| 30D | +23.6% | -34.1% | +57.7% | +39.6% |
| 3M | +8.2% | -37.1% | +45.2% | +21.2% |
| 6M | -35.3% | -31.8% | -3.5% | -35.4% |
| YTD | -60.7% | +22.9% | -83.6% | -71.0% |
| 1Y | -65.3% | +39.5% | -104.8% | -76.0% |
| 3Y | -80.6% | +57.7% | -138.2% | -90.8% |
| 5Y | -84.6% | +115.8% | -200.4% | -94.4% |
| All | -28.9% | +449.2% | -478.1% | -87.3% |
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