+199.5%
ON vs TE
-78.2%
+277.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.9% | +2.9% | +5.3% |
| 7D | +3.3% | -22.0% | +25.3% | +7.7% |
| 30D | -3.1% | -33.6% | +30.5% | +3.3% |
| 3M | -9.2% | -61.1% | +51.8% | +5.0% |
| 6M | -31.4% | -64.7% | +33.4% | -20.7% |
| YTD | +36.0% | -68.1% | +104.1% | +53.2% |
| 1Y | +52.0% | -51.7% | +103.7% | +56.3% |
| 3Y | +9.3% | +42.0% | -32.7% | -25.7% |
| 5Y | +26.5% | -80.8% | +107.3% | +25.8% |
| All | +199.5% | -78.2% | +277.7% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling