+196.1%
ON vs TGT
+732.1%
-536.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -4.0% | -3.8% |
| 7D | +12.2% | +2.6% | +9.6% | +11.0% |
| 30D | -3.1% | +4.7% | -7.8% | -5.5% |
| 3M | -12.9% | +4.6% | -17.4% | -15.5% |
| 6M | -38.6% | +34.9% | -73.5% | -47.9% |
| YTD | +31.2% | +70.9% | -39.7% | -1.5% |
| 1Y | +47.6% | +84.4% | -36.7% | +6.6% |
| 3Y | +6.6% | +69.1% | -62.5% | -23.7% |
| 5Y | +21.3% | -26.9% | +48.2% | +26.1% |
| 10Y | +533.3% | +207.6% | +325.7% | +207.9% |
| All | +196.1% | +732.1% | -536.0% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling