+1,189.1%
ON vs TCOM
+2,694.8%
-1,505.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +2.4% | -9.5% | +12.0% | +5.4% |
| 30D | -3.3% | -10.7% | +7.4% | -0.2% |
| 3M | -43.6% | -14.6% | -28.9% | -41.4% |
| 6M | +19.0% | -19.3% | +38.3% | +25.3% |
| YTD | +37.4% | -42.9% | +80.3% | +58.7% |
| 1Y | +54.8% | -43.8% | +98.6% | +79.6% |
| 3Y | -25.2% | +2.1% | -27.3% | -30.4% |
| 5Y | +62.7% | +31.2% | +31.5% | +30.4% |
| 10Y | +574.3% | -13.9% | +588.3% | +486.8% |
| All | +1,189.1% | +2,694.8% | -1,505.7% | +313.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling