+1,270.3%
ON vs TMF
-70.3%
+1,340.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +0.1% |
| 7D | -4.1% | -1.1% | -3.1% | -4.3% |
| 30D | -10.2% | +11.8% | -22.0% | -8.4% |
| 3M | -12.7% | -4.0% | -8.7% | -13.1% |
| 6M | -32.5% | -16.5% | -16.0% | -34.4% |
| YTD | +28.6% | -19.9% | +48.5% | +24.4% |
| 1Y | +43.4% | -25.6% | +69.0% | +37.0% |
| 3Y | +3.3% | -29.9% | +33.2% | 0.0% |
| 5Y | +22.5% | -88.2% | +110.8% | -17.3% |
| 10Y | +535.7% | -81.7% | +617.4% | +445.2% |
| All | +1,270.3% | -70.3% | +1,340.6% | +1,628.1% |
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