+47.6%
ON vs TMF
-23.9%
+71.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.3% | -2.1% |
| 7D | -5.8% | +4.0% | -9.8% | -6.2% |
| 30D | -17.1% | +19.5% | -36.5% | -19.1% |
| 3M | -11.8% | -3.5% | -8.3% | -10.5% |
| 6M | -30.2% | -10.6% | -19.6% | -28.4% |
| YTD | +31.6% | -17.1% | +48.6% | +36.1% |
| 1Y | +47.6% | -24.3% | +71.8% | +54.8% |
| All | +47.6% | -23.9% | +71.4% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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