+516.0%
ON vs TAP
-49.5%
+565.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.2% | +10.4% | +9.6% |
| 7D | -1.4% | -7.8% | +6.4% | +1.2% |
| 30D | -10.9% | +7.1% | -18.0% | -13.6% |
| 3M | -14.9% | -7.0% | -7.8% | -13.5% |
| 6M | -33.0% | -3.8% | -29.2% | -33.7% |
| YTD | +27.6% | -11.7% | +39.3% | +29.7% |
| 1Y | +44.5% | -10.1% | +54.6% | +45.4% |
| 3Y | +7.4% | -23.7% | +31.1% | +13.4% |
| 5Y | +18.7% | +2.9% | +15.8% | +7.0% |
| 10Y | +516.0% | -49.5% | +565.4% | +531.3% |
| All | +516.0% | -49.5% | +565.5% | +531.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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