+452.4%
ON vs TPR
+383.4%
+69.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | -11.7% | +14.2% | -25.9% | -17.8% |
| 30D | -23.3% | +17.1% | -40.4% | -29.7% |
| 3M | -19.2% | -17.7% | -1.5% | -13.2% |
| 6M | -40.1% | -10.2% | -30.0% | -39.0% |
| YTD | +16.9% | +4.9% | +12.0% | +9.8% |
| 1Y | +29.7% | +36.1% | -6.4% | +6.6% |
| 3Y | -4.4% | +416.5% | -420.9% | -61.3% |
| 5Y | +7.1% | +254.8% | -247.7% | -48.9% |
| All | +452.4% | +383.4% | +69.0% | +101.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling