-23.3%
ONON vs TCOM
+40.6%
-64.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.7% | -0.6% |
| 7D | -3.5% | -10.2% | +6.7% | -0.2% |
| 30D | -30.8% | -16.8% | -14.0% | -26.6% |
| 3M | -29.8% | -16.7% | -13.1% | -26.0% |
| 6M | -34.8% | -27.1% | -7.7% | -28.4% |
| YTD | -42.3% | -45.5% | +3.2% | -30.9% |
| 1Y | -39.5% | -45.9% | +6.3% | -27.6% |
| 3Y | -9.3% | +9.8% | -19.0% | -20.3% |
| All | -23.3% | +40.6% | -64.0% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 all: compounded portfolio wealth divided by compounded TCOM 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…
all analysis · Full analysis span regression · 6 months rolling