+59.8%
ON vs TE
-48.1%
+107.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.9% | +8.4% |
| 7D | +2.4% | +0.2% | +2.1% | +2.1% |
| 30D | -8.6% | -5.9% | -2.7% | -8.1% |
| 3M | -34.3% | -45.6% | +11.2% | -28.3% |
| 6M | +28.5% | -43.4% | +71.9% | +35.5% |
| YTD | +40.6% | -31.0% | +71.6% | +40.1% |
| 1Y | +55.3% | +145.2% | -89.9% | +15.3% |
| 3Y | -22.2% | -24.1% | +1.9% | -34.6% |
| All | +59.8% | -48.1% | +107.9% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling