+7.8%
ON vs TMF
-88.0%
+95.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -11.7% | +1.2% | -12.9% | -11.7% |
| 30D | -23.3% | +19.7% | -43.0% | -23.6% |
| 3M | -19.2% | -2.1% | -17.1% | -19.1% |
| 6M | -40.1% | -13.4% | -26.7% | -39.9% |
| YTD | +16.9% | -16.7% | +33.7% | +17.4% |
| 1Y | +29.7% | -23.3% | +53.1% | +30.4% |
| 3Y | -4.4% | -24.8% | +20.4% | -4.3% |
| All | +7.8% | -88.0% | +95.8% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling