-21.7%
ONON vs TDY
+40.2%
-61.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.1% |
| 7D | -2.1% | -1.1% | -0.9% | -1.2% |
| 30D | -11.6% | -12.0% | +0.4% | -2.5% |
| 3M | -30.1% | -3.2% | -26.9% | -28.7% |
| 6M | -30.5% | -7.9% | -22.6% | -26.6% |
| YTD | -41.0% | +18.2% | -59.2% | -49.9% |
| 1Y | -36.7% | +6.7% | -43.4% | -41.6% |
| 3Y | -8.6% | +47.5% | -56.1% | -38.3% |
| All | -21.7% | +40.2% | -61.9% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling