+3.3%
ON vs TEM
+61.6%
-58.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +2.4% | +0.9% | +1.5% | +2.3% |
| 30D | -3.3% | +38.4% | -41.7% | -9.8% |
| 3M | -43.6% | +23.7% | -67.2% | -46.5% |
| 6M | +19.0% | +26.0% | -7.0% | +11.1% |
| YTD | +37.4% | +9.4% | +27.9% | +30.8% |
| 1Y | +54.8% | -17.3% | +72.0% | +54.4% |
| All | +3.3% | +61.6% | -58.2% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling