+829.0%
TTMI vs AON
+6.4%
+822.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.0% | +3.3% |
| 7D | +0.7% | -6.3% | +7.0% | +0.5% |
| 30D | -8.4% | -14.1% | +5.7% | -8.7% |
| 3M | -32.5% | -9.5% | -23.0% | -33.1% |
| 6M | +32.5% | -4.0% | +36.5% | +29.2% |
| YTD | +83.2% | -13.8% | +97.0% | +82.8% |
| 1Y | +161.7% | -18.3% | +180.0% | +164.8% |
| 3Y | +890.1% | -7.2% | +897.3% | +835.2% |
| All | +829.0% | +6.4% | +822.7% | +684.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling