-36.1%
ONON vs TEM
+46.9%
-82.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.2% | +0.5% |
| 7D | -5.3% | -9.2% | +3.8% | -4.2% |
| 30D | -13.1% | +5.5% | -18.6% | -14.3% |
| 3M | -29.3% | +18.7% | -48.1% | -31.8% |
| 6M | -34.5% | +15.4% | -49.9% | -37.0% |
| YTD | -42.2% | -0.5% | -41.7% | -43.5% |
| 1Y | -37.3% | -24.8% | -12.5% | -37.0% |
| All | -36.1% | +46.9% | -82.9% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 5y: compounded portfolio wealth divided by compounded TEM 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…
5y analysis · Full analysis span regression · 6 months rolling