+163.8%
ON vs TFC
+385.3%
-221.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | -11.7% | +1.2% | -12.9% | -12.3% |
| 30D | -23.3% | +8.3% | -31.6% | -27.0% |
| 3M | -19.2% | -5.2% | -14.0% | -16.7% |
| 6M | -40.1% | -0.8% | -39.3% | -40.6% |
| YTD | +16.9% | +3.4% | +13.5% | +13.2% |
| 1Y | +29.7% | +17.0% | +12.7% | +16.8% |
| 3Y | -4.4% | +86.2% | -90.6% | -34.5% |
| 5Y | +7.1% | -2.3% | +9.4% | +3.5% |
| 10Y | +447.2% | +93.9% | +353.3% | +239.9% |
| All | +163.8% | +385.3% | -221.5% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling