+49.6%
ON vs TXG
-64.0%
+113.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -0.7% |
| 7D | -4.7% | +5.0% | -9.7% | -6.3% |
| 30D | -13.5% | +13.5% | -27.0% | -17.5% |
| 3M | -36.3% | +128.0% | -164.3% | -52.3% |
| 6M | +17.8% | +224.4% | -206.7% | -23.1% |
| YTD | +29.6% | +307.0% | -277.4% | -22.6% |
| 1Y | +45.8% | +427.2% | -381.5% | -22.7% |
| 3Y | -28.3% | +40.2% | -68.5% | -46.2% |
| 5Y | +49.6% | -64.0% | +113.7% | +44.1% |
| All | +49.6% | -64.0% | +113.7% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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