+47.6%
ON vs TMO
+26.9%
+20.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -1.8% |
| 7D | -5.8% | +0.3% | -6.1% | -5.8% |
| 30D | -17.1% | +4.3% | -21.4% | -16.7% |
| 3M | -11.8% | +25.1% | -36.9% | -9.4% |
| 6M | -30.2% | +52.9% | -83.1% | -27.6% |
| YTD | +31.6% | +22.2% | +9.4% | +49.4% |
| 1Y | +47.6% | +25.4% | +22.2% | +65.5% |
| All | +47.6% | +26.9% | +20.7% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling