-27.5%
ON vs TE
-22.1%
-5.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.8% | +0.3% |
| 7D | -1.9% | +15.0% | -16.9% | -3.9% |
| 30D | -11.0% | -7.5% | -3.5% | -10.5% |
| 3M | -39.3% | -42.0% | +2.6% | -35.5% |
| 6M | +19.8% | -31.4% | +51.3% | +22.6% |
| YTD | +31.1% | -26.5% | +57.6% | +30.8% |
| 1Y | +46.0% | +153.1% | -107.1% | +17.3% |
| All | -27.5% | -22.1% | -5.4% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling