-18.3%
ON vs TLN
+589.3%
-607.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +0.4% |
| 7D | -1.9% | +5.8% | -7.7% | -3.6% |
| 30D | -11.0% | -6.9% | -4.2% | -9.3% |
| 3M | -39.3% | -10.9% | -28.4% | -37.0% |
| 6M | +19.8% | -4.6% | +24.4% | +21.6% |
| YTD | +31.1% | -14.7% | +45.8% | +35.7% |
| 1Y | +46.0% | -17.9% | +63.9% | +52.3% |
| 3Y | -27.5% | +483.9% | -511.4% | -57.6% |
| All | -18.3% | +589.3% | -607.6% | -53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling