+20.0%
ON vs TRI
+0.5%
+19.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.7% | -3.6% |
| 7D | +12.2% | -2.9% | +15.1% | +12.4% |
| 30D | -3.1% | +3.7% | -6.8% | -4.0% |
| 3M | -12.9% | +3.7% | -16.6% | -13.8% |
| 6M | -38.6% | +35.1% | -73.7% | -43.5% |
| YTD | +31.2% | -14.0% | +45.2% | +47.3% |
| 1Y | +47.6% | -19.0% | +66.6% | +71.9% |
| 3Y | +6.6% | -12.0% | +18.6% | +0.1% |
| All | +20.0% | +0.5% | +19.6% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling