+2.4%
ON vs TEM
+89.7%
-87.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.9% |
| 7D | +17.0% | +7.8% | +9.3% | +15.4% |
| 30D | -3.9% | +11.2% | -15.1% | -5.8% |
| 3M | -11.5% | +39.0% | -50.5% | -18.1% |
| 6M | -29.2% | +61.6% | -90.8% | -36.9% |
| YTD | +36.2% | +28.5% | +7.6% | +24.7% |
| 1Y | +49.6% | +6.7% | +42.9% | +41.8% |
| All | +2.4% | +89.7% | -87.3% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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