+47.6%
ON vs TLN
-17.6%
+65.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.5% | +6.7% | +1.4% |
| 7D | -5.8% | -6.0% | +0.2% | -3.7% |
| 30D | -17.1% | -1.5% | -15.6% | -17.1% |
| 3M | -11.8% | -3.9% | -7.9% | -11.2% |
| 6M | -30.2% | -15.0% | -15.1% | -26.3% |
| YTD | +31.6% | -12.8% | +44.4% | +35.3% |
| 1Y | +47.6% | -17.3% | +64.9% | +53.7% |
| All | +47.6% | -17.6% | +65.2% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling