-1.2%
ON vs TEM
+60.7%
-62.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.3% |
| 7D | -2.2% | +3.2% | -5.4% | -2.7% |
| 30D | -12.4% | +23.5% | -35.9% | -16.5% |
| 3M | -41.2% | +32.3% | -73.5% | -44.9% |
| 6M | +25.0% | +23.0% | +2.0% | +17.2% |
| YTD | +31.3% | +8.9% | +22.4% | +25.1% |
| 1Y | +45.4% | -19.9% | +65.3% | +45.9% |
| All | -1.2% | +60.7% | -62.0% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling