+185.5%
ON vs TE
-53.2%
+238.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.7% | +5.6% | 0.0% |
| 7D | -4.7% | +0.9% | -5.6% | -5.1% |
| 30D | -13.5% | -16.3% | +2.8% | -11.4% |
| 3M | -36.3% | -40.8% | +4.4% | -31.5% |
| 6M | +17.8% | -42.6% | +60.4% | +23.7% |
| YTD | +29.6% | -31.4% | +61.0% | +29.3% |
| 1Y | +45.8% | +144.9% | -99.1% | +8.6% |
| 3Y | -28.3% | -26.0% | -2.3% | -40.5% |
| 5Y | +49.6% | -48.5% | +98.1% | +27.1% |
| All | +185.5% | -53.2% | +238.6% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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