+19.8%
ON vs TMO
+22.3%
-2.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | 0.0% |
| 7D | -1.9% | -0.5% | -1.4% | -2.0% |
| 30D | -11.0% | +1.0% | -12.0% | -10.5% |
| 3M | -39.3% | +22.7% | -62.0% | -34.6% |
| 6M | +19.8% | +19.0% | +0.8% | +27.4% |
| All | +19.8% | +22.3% | -2.5% | +27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling