+629.3%
ON vs TMO
+338.2%
+291.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.1% | +7.4% | +7.8% |
| 7D | +2.4% | -0.6% | +3.0% | +2.8% |
| 30D | -8.6% | +1.1% | -9.7% | -9.4% |
| 3M | -34.3% | +28.3% | -62.7% | -44.6% |
| 6M | +28.5% | +23.3% | +5.3% | +8.7% |
| YTD | +40.6% | +5.5% | +35.2% | +31.8% |
| 1Y | +55.3% | +24.5% | +30.8% | +28.6% |
| 3Y | -22.2% | +19.6% | -41.8% | -35.0% |
| 5Y | +62.4% | +8.1% | +54.3% | +44.7% |
| All | +629.3% | +338.2% | +291.1% | +184.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling