+47.6%
ON vs TPR
+20.9%
+26.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -3.0% |
| 7D | -5.8% | +12.6% | -18.5% | -9.6% |
| 30D | -17.1% | +7.1% | -24.2% | -19.1% |
| 3M | -11.8% | -19.4% | +7.5% | -5.7% |
| 6M | -30.2% | -9.7% | -20.5% | -29.6% |
| YTD | +31.6% | -1.0% | +32.6% | +27.8% |
| 1Y | +47.6% | +19.3% | +28.3% | +33.8% |
| All | +47.6% | +20.9% | +26.7% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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