+209.9%
ON vs TFC
+407.6%
-197.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +2.4% | +2.4% | 0.0% | +0.9% |
| 30D | -3.3% | -1.3% | -2.0% | -2.6% |
| 3M | -43.6% | +6.1% | -49.6% | -46.0% |
| 6M | +19.0% | +7.3% | +11.6% | +13.1% |
| YTD | +37.4% | +8.2% | +29.2% | +29.5% |
| 1Y | +54.8% | +14.4% | +40.3% | +40.8% |
| 3Y | -25.2% | +93.7% | -118.9% | -50.3% |
| 5Y | +62.7% | +16.4% | +46.3% | +41.8% |
| 10Y | +574.3% | +101.6% | +472.8% | +309.2% |
| All | +209.9% | +407.6% | -197.7% | -17.6% |
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