-20.4%
ON vs TLN
+683.0%
-703.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +7.2% | +1.9% | +6.9% |
| 7D | -1.4% | +9.1% | -10.5% | -4.1% |
| 30D | -10.9% | -4.1% | -6.8% | -9.8% |
| 3M | -14.9% | +4.4% | -19.3% | -16.5% |
| 6M | -33.0% | -6.0% | -27.0% | -32.2% |
| YTD | +27.6% | -3.1% | +30.8% | +26.5% |
| 1Y | +44.5% | -6.1% | +50.6% | +43.9% |
| 3Y | +7.4% | +575.3% | -567.9% | -40.4% |
| All | -20.4% | +683.0% | -703.4% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling