+1,351.4%
ON vs TMF
-71.6%
+1,423.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.6% | -0.6% |
| 7D | +17.0% | -8.2% | +25.2% | +15.4% |
| 30D | -3.9% | +5.3% | -9.2% | -2.9% |
| 3M | -11.5% | -8.5% | -3.0% | -12.5% |
| 6M | -29.2% | -17.2% | -12.0% | -31.2% |
| YTD | +36.2% | -23.4% | +59.6% | +30.8% |
| 1Y | +49.6% | -30.2% | +79.9% | +41.4% |
| 3Y | +9.4% | -32.9% | +42.4% | +5.1% |
| 5Y | +25.8% | -88.5% | +114.4% | -15.3% |
| 10Y | +557.1% | -82.2% | +639.3% | +462.0% |
| All | +1,351.4% | -71.6% | +1,423.0% | +1,717.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling