-14.3%
ON vs TLN
+583.6%
-597.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | -0.1% |
| 7D | +2.4% | +7.1% | -4.6% | +0.3% |
| 30D | -3.3% | -3.9% | +0.6% | -2.2% |
| 3M | -43.6% | -16.2% | -27.4% | -40.3% |
| 6M | +19.0% | -5.8% | +24.8% | +21.3% |
| YTD | +37.4% | -15.4% | +52.8% | +42.6% |
| 1Y | +54.8% | -16.7% | +71.4% | +61.0% |
| 3Y | -25.2% | +473.8% | -498.9% | -55.9% |
| All | -14.3% | +583.6% | -597.9% | -50.6% |
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