+54.8%
ON vs TPR
+18.2%
+36.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +2.4% | -2.7% | +5.1% | +3.5% |
| 30D | -3.3% | -23.3% | +20.0% | +6.7% |
| 3M | -43.6% | -12.8% | -30.8% | -41.8% |
| 6M | +19.0% | -21.7% | +40.7% | +28.3% |
| YTD | +37.4% | -3.9% | +41.2% | +33.1% |
| 1Y | +54.8% | +16.9% | +37.9% | +39.6% |
| All | +54.8% | +18.2% | +36.6% | +39.6% |
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