+591.8%
ON vs TFC
+97.4%
+494.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | -1.9% | -1.3% | -0.6% | -1.0% |
| 30D | -11.0% | -2.3% | -8.7% | -9.7% |
| 3M | -39.3% | +2.5% | -41.8% | -40.9% |
| 6M | +19.8% | +9.5% | +10.4% | +11.5% |
| YTD | +31.1% | +5.1% | +26.0% | +25.0% |
| 1Y | +46.0% | +15.5% | +30.5% | +30.4% |
| 3Y | -27.5% | +95.2% | -122.7% | -54.5% |
| 5Y | +56.9% | +14.5% | +42.4% | +37.1% |
| 10Y | +591.8% | +97.2% | +494.6% | +317.8% |
| All | +591.8% | +97.4% | +494.4% | +317.8% |
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