+629.3%
ON vs TGT
+207.4%
+422.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.1% | +8.4% | +8.5% |
| 7D | +2.4% | -5.2% | +7.6% | +4.6% |
| 30D | -8.6% | +1.2% | -9.8% | -9.4% |
| 3M | -34.3% | +18.4% | -52.7% | -39.6% |
| 6M | +28.5% | +33.4% | -4.9% | +12.0% |
| YTD | +40.6% | +63.8% | -23.2% | +11.4% |
| 1Y | +55.3% | +77.2% | -21.8% | +18.8% |
| 3Y | -22.2% | +41.8% | -64.0% | -38.1% |
| 5Y | +62.4% | -25.5% | +87.9% | +65.1% |
| All | +629.3% | +207.4% | +422.0% | +406.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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