+556.1%
ON vs TFC
+81.3%
+474.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +3.3% | -1.2% | +4.5% | +4.4% |
| 30D | -3.1% | +7.8% | -10.9% | -7.9% |
| 3M | -9.2% | -3.0% | -6.3% | -7.4% |
| 6M | -31.4% | +5.8% | -37.2% | -34.7% |
| YTD | +36.0% | +5.3% | +30.7% | +29.5% |
| 1Y | +52.0% | +15.7% | +36.3% | +36.0% |
| 3Y | +9.3% | +94.8% | -85.5% | -30.9% |
| 5Y | +26.5% | 0.0% | +26.5% | +21.2% |
| 10Y | +556.1% | +79.0% | +477.1% | +325.2% |
| All | +556.1% | +81.3% | +474.8% | +325.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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