+858.0%
TTMI vs AON
-5.9%
+864.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.1% |
| 7D | +6.0% | -5.9% | +11.9% | +3.6% |
| 30D | -6.4% | -13.7% | +7.2% | -11.3% |
| 3M | -28.9% | -8.3% | -20.6% | -30.6% |
| 6M | +26.9% | -3.6% | +30.5% | +25.4% |
| YTD | +77.3% | -12.4% | +89.7% | +75.3% |
| 1Y | +147.5% | -14.6% | +162.2% | +144.9% |
| All | +858.0% | -5.9% | +864.0% | +827.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling