+437.3%
TTMI vs AON
+1,082.3%
-645.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.5% | -0.4% | -2.5% |
| 7D | +7.5% | -7.9% | +15.4% | +11.2% |
| 30D | -4.5% | -14.6% | +10.2% | +1.4% |
| 3M | -28.5% | -7.9% | -20.6% | -28.1% |
| 6M | +28.4% | -8.0% | +36.4% | +27.3% |
| YTD | +80.1% | -13.2% | +93.3% | +81.7% |
| 1Y | +161.0% | -16.4% | +177.5% | +166.5% |
| 3Y | +862.4% | -6.7% | +869.1% | +807.5% |
| 5Y | +812.9% | +8.0% | +804.9% | +690.6% |
| 10Y | +1,094.7% | +205.6% | +889.1% | +499.3% |
| All | +437.3% | +1,082.3% | -645.0% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling