+196.2%
ON vs TGT
+732.7%
-536.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.4% | -3.9% |
| 7D | -2.2% | -0.6% | -1.5% | -1.8% |
| 30D | -12.4% | +9.5% | -22.0% | -16.4% |
| 3M | -41.2% | +32.3% | -73.5% | -49.3% |
| 6M | +25.0% | +37.0% | -12.0% | +5.6% |
| YTD | +31.3% | +71.0% | -39.8% | -0.9% |
| 1Y | +45.4% | +85.0% | -39.6% | +5.6% |
| 3Y | -27.4% | +46.8% | -74.2% | -44.3% |
| 5Y | +58.5% | -22.7% | +81.2% | +61.4% |
| 10Y | +561.8% | +216.3% | +345.6% | +218.6% |
| All | +196.2% | +732.7% | -536.6% | -24.6% |
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