+591.8%
ON vs TAP
-51.4%
+643.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -1.9% | -5.1% | +3.2% | 0.0% |
| 30D | -11.0% | -8.4% | -2.6% | -8.4% |
| 3M | -39.3% | -3.9% | -35.4% | -39.3% |
| 6M | +19.8% | -14.4% | +34.2% | +24.5% |
| YTD | +31.1% | -14.7% | +45.8% | +35.9% |
| 1Y | +46.0% | -18.7% | +64.7% | +53.6% |
| 3Y | -27.5% | -32.6% | +5.1% | -18.9% |
| 5Y | +56.9% | -1.4% | +58.3% | +44.8% |
| 10Y | +591.8% | -50.4% | +642.2% | +599.6% |
| All | +591.8% | -51.4% | +643.2% | +599.6% |
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