+629.3%
ON vs TRI
+196.2%
+433.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.8% | +7.9% |
| 7D | +2.4% | -7.9% | +10.2% | +5.3% |
| 30D | -8.6% | -4.5% | -4.1% | -7.6% |
| 3M | -34.3% | +22.1% | -56.4% | -41.8% |
| 6M | +28.5% | -2.8% | +31.3% | +23.9% |
| YTD | +40.6% | -23.4% | +64.0% | +54.1% |
| 1Y | +55.3% | -41.5% | +96.9% | +104.0% |
| 3Y | -22.2% | -19.2% | -3.0% | -25.1% |
| 5Y | +62.4% | -9.4% | +71.8% | +40.6% |
| All | +629.3% | +196.2% | +433.1% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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