+581.1%
ON vs TPR
+325.8%
+255.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.4% | -2.3% | +4.7% | +3.6% |
| 30D | -3.3% | -23.0% | +19.7% | +8.4% |
| 3M | -43.6% | -12.5% | -31.1% | -40.9% |
| 6M | +19.0% | -21.4% | +40.4% | +30.9% |
| YTD | +37.4% | -3.5% | +40.9% | +35.8% |
| 1Y | +54.8% | +17.4% | +37.4% | +38.1% |
| 3Y | -25.2% | +291.3% | -316.4% | -65.0% |
| 5Y | +62.7% | +241.9% | -179.2% | -20.1% |
| All | +581.1% | +325.8% | +255.3% | +166.7% |
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