+516.0%
ON vs TMF
-83.0%
+599.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.1% | +9.1% | +9.2% |
| 7D | -1.4% | +0.6% | -2.0% | -1.4% |
| 30D | -10.9% | +16.3% | -27.2% | -9.8% |
| 3M | -14.9% | -2.7% | -12.2% | -14.9% |
| 6M | -33.0% | -13.2% | -19.9% | -33.6% |
| YTD | +27.6% | -16.7% | +44.3% | +26.1% |
| 1Y | +44.5% | -22.7% | +67.2% | +41.9% |
| 3Y | +7.4% | -26.1% | +33.5% | +6.5% |
| 5Y | +18.7% | -88.4% | +107.2% | -11.2% |
| 10Y | +516.0% | -81.8% | +597.8% | +501.6% |
| All | +516.0% | -83.0% | +599.0% | +501.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling