+7.8%
ON vs TFC
-2.5%
+10.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.1% |
| 7D | -11.7% | +1.2% | -12.9% | -12.4% |
| 30D | -23.3% | +8.3% | -31.6% | -27.2% |
| 3M | -19.2% | -5.2% | -14.0% | -16.5% |
| 6M | -40.1% | -0.8% | -39.3% | -40.6% |
| YTD | +16.9% | +3.4% | +13.5% | +12.5% |
| 1Y | +29.7% | +17.0% | +12.7% | +15.2% |
| 3Y | -4.4% | +86.2% | -90.6% | -36.2% |
| All | +7.8% | -2.5% | +10.3% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling