-23.3%
ONON vs TD
+125.0%
-148.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -0.7% |
| 7D | -3.5% | -1.9% | -1.5% | -1.9% |
| 30D | -30.8% | -1.6% | -29.2% | -30.0% |
| 3M | -29.8% | +4.6% | -34.4% | -32.8% |
| 6M | -34.8% | +26.8% | -61.6% | -46.7% |
| YTD | -42.3% | +28.3% | -70.6% | -53.2% |
| 1Y | -39.5% | +60.4% | -100.0% | -59.2% |
| 3Y | -9.3% | +125.7% | -135.0% | -55.2% |
| All | -23.3% | +125.0% | -148.3% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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