+1,124.0%
TTMI vs AON
+204.8%
+919.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.0% | +3.8% |
| 7D | +0.7% | -6.3% | +7.0% | +2.3% |
| 30D | -8.4% | -14.1% | +5.7% | -5.2% |
| 3M | -32.5% | -9.5% | -23.0% | -32.1% |
| 6M | +32.5% | -4.0% | +36.5% | +28.8% |
| YTD | +83.2% | -13.8% | +97.0% | +84.4% |
| 1Y | +161.7% | -18.3% | +180.0% | +168.2% |
| 3Y | +890.1% | -7.2% | +897.3% | +832.5% |
| 5Y | +832.4% | +7.3% | +825.1% | +701.8% |
| All | +1,124.0% | +204.8% | +919.3% | +508.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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