-4.0%
ONON vs TLN
+571.8%
-575.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.6% | +0.6% |
| 7D | -5.3% | +2.0% | -7.3% | -5.8% |
| 30D | -13.1% | -12.9% | -0.2% | -10.8% |
| 3M | -29.3% | -7.4% | -21.9% | -29.3% |
| 6M | -34.5% | -6.0% | -28.5% | -35.4% |
| YTD | -42.2% | -16.9% | -25.3% | -41.7% |
| 1Y | -37.3% | -22.6% | -14.7% | -36.1% |
| 3Y | -9.3% | +469.0% | -478.3% | -49.3% |
| All | -4.0% | +571.8% | -575.8% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling