+629.3%
ON vs TNA
+86.1%
+543.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.1% | +7.4% | +8.0% |
| 7D | +2.4% | -7.3% | +9.6% | +6.2% |
| 30D | -8.6% | -14.2% | +5.6% | -1.6% |
| 3M | -34.3% | -4.6% | -29.8% | -32.4% |
| 6M | +28.5% | +36.9% | -8.4% | +10.4% |
| YTD | +40.6% | +42.5% | -1.9% | +17.2% |
| 1Y | +55.3% | +45.8% | +9.6% | +26.6% |
| 3Y | -22.2% | +104.7% | -126.8% | -52.9% |
| 5Y | +62.4% | -21.7% | +84.1% | +40.0% |
| All | +629.3% | +86.1% | +543.2% | +241.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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