-39.2%
ONON vs TDY
+11.8%
-51.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | -3.0% | -1.8% | -1.2% | -2.2% |
| 30D | -26.7% | -10.7% | -16.0% | -23.0% |
| 3M | -25.3% | -1.3% | -24.0% | -25.0% |
| 6M | -35.3% | -10.6% | -24.7% | -32.7% |
| YTD | -39.8% | +19.6% | -59.3% | -45.5% |
| 1Y | -39.2% | +11.6% | -50.9% | -43.7% |
| All | -39.2% | +11.8% | -51.0% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling