+1,364.2%
ON vs TMF
-68.9%
+1,433.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.1% |
| 7D | +2.4% | -1.4% | +3.9% | +2.2% |
| 30D | -3.3% | -2.8% | -0.5% | -3.7% |
| 3M | -43.6% | -10.9% | -32.7% | -44.6% |
| 6M | +19.0% | -21.3% | +40.3% | +14.4% |
| YTD | +37.4% | -15.9% | +53.2% | +33.6% |
| 1Y | +54.8% | -15.7% | +70.5% | +51.0% |
| 3Y | -25.2% | -43.4% | +18.2% | -30.9% |
| 5Y | +62.7% | -87.8% | +150.5% | +10.8% |
| 10Y | +574.3% | -86.7% | +661.1% | +426.0% |
| All | +1,364.2% | -68.9% | +1,433.0% | +1,757.3% |
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 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