+572.1%
ON vs TCOM
-10.5%
+582.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.7% |
| 7D | -4.7% | -6.5% | +1.8% | -2.3% |
| 30D | -13.5% | -16.2% | +2.7% | -7.9% |
| 3M | -36.3% | -19.3% | -17.0% | -31.8% |
| 6M | +17.8% | -27.2% | +45.0% | +31.0% |
| YTD | +29.6% | -46.2% | +75.8% | +59.1% |
| 1Y | +45.8% | -46.6% | +92.4% | +79.5% |
| 3Y | -28.3% | +8.4% | -36.7% | -37.9% |
| 5Y | +49.6% | +25.8% | +23.8% | +8.8% |
| All | +572.1% | -10.5% | +582.7% | +441.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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