+556.1%
ON vs TMF
-81.8%
+637.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.8% |
| 7D | +3.3% | -3.4% | +6.7% | +3.1% |
| 30D | -3.1% | +11.5% | -14.6% | -2.3% |
| 3M | -9.2% | -4.5% | -4.7% | -9.4% |
| 6M | -31.4% | -15.0% | -16.4% | -32.1% |
| YTD | +36.0% | -19.9% | +55.8% | +34.0% |
| 1Y | +52.0% | -26.6% | +78.6% | +48.7% |
| 3Y | +9.3% | -29.8% | +39.1% | +7.9% |
| 5Y | +26.5% | -88.2% | +114.7% | -4.7% |
| 10Y | +556.1% | -81.4% | +637.5% | +526.7% |
| All | +556.1% | -81.8% | +637.9% | +526.7% |
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