-19.8%
ON vs TLN
+678.8%
-698.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.9% |
| 7D | -4.1% | +1.1% | -5.2% | -4.5% |
| 30D | -10.2% | -4.6% | -5.6% | -9.0% |
| 3M | -12.7% | +5.2% | -18.0% | -14.7% |
| 6M | -32.5% | -6.5% | -26.0% | -31.6% |
| YTD | +28.6% | -3.6% | +32.2% | +27.6% |
| 1Y | +43.4% | -8.2% | +51.7% | +43.7% |
| 3Y | +3.3% | +559.7% | -556.4% | -42.2% |
| All | -19.8% | +678.8% | -698.7% | -55.8% |
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