+581.1%
ON vs TMF
-87.2%
+668.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +2.4% | -1.4% | +3.9% | +2.3% |
| 30D | -3.3% | -2.8% | -0.5% | -3.4% |
| 3M | -43.6% | -10.9% | -32.7% | -44.0% |
| 6M | +19.0% | -21.3% | +40.3% | +17.0% |
| YTD | +37.4% | -15.9% | +53.2% | +35.8% |
| 1Y | +54.8% | -15.7% | +70.5% | +53.2% |
| 3Y | -25.2% | -43.4% | +18.2% | -28.2% |
| 5Y | +62.7% | -87.8% | +150.5% | +25.5% |
| All | +581.1% | -87.2% | +668.3% | +614.3% |
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