-21.7%
ONON vs TDG
+123.5%
-145.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.3% |
| 7D | -2.1% | -1.9% | -0.2% | -0.9% |
| 30D | -11.6% | -7.7% | -3.9% | -7.0% |
| 3M | -30.1% | -9.3% | -20.8% | -26.0% |
| 6M | -30.5% | -9.4% | -21.1% | -26.6% |
| YTD | -41.0% | -14.3% | -26.8% | -35.9% |
| 1Y | -36.7% | -11.8% | -24.9% | -32.6% |
| 3Y | -8.6% | +52.0% | -60.6% | -39.7% |
| All | -21.7% | +123.5% | -145.1% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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