-9.1%
ONON vs TAP
-32.4%
+23.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -1.8% |
| 7D | -1.7% | -2.3% | +0.7% | -1.2% |
| 30D | -27.4% | -9.4% | -18.0% | -26.1% |
| 3M | -26.5% | -0.8% | -25.7% | -26.2% |
| 6M | -34.2% | -14.7% | -19.5% | -32.8% |
| YTD | -41.3% | -13.9% | -27.4% | -40.5% |
| 1Y | -39.7% | -18.6% | -21.0% | -38.1% |
| All | -9.1% | -32.4% | +23.3% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling