+25.8%
ON vs TPR
+223.9%
-198.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.4% |
| 7D | +17.0% | -1.1% | +18.2% | +17.7% |
| 30D | -3.9% | +15.1% | -19.0% | -11.9% |
| 3M | -11.5% | -13.4% | +1.9% | -6.5% |
| 6M | -29.2% | +1.4% | -30.5% | -32.4% |
| YTD | +36.2% | +4.8% | +31.4% | +26.1% |
| 1Y | +49.6% | +29.2% | +20.4% | +22.1% |
| 3Y | +9.4% | +403.7% | -394.3% | -64.8% |
| 5Y | +25.8% | +230.8% | -205.0% | -49.3% |
| All | +25.8% | +223.9% | -198.1% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling