+0.1%
ONON vs TLN
+583.6%
-583.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.1% | -2.1% |
| 7D | -3.0% | +7.1% | -10.0% | -4.4% |
| 30D | -26.7% | -3.9% | -22.8% | -26.5% |
| 3M | -25.3% | -16.2% | -9.1% | -23.5% |
| 6M | -35.3% | -5.8% | -29.4% | -36.1% |
| YTD | -39.8% | -15.4% | -24.3% | -39.5% |
| 1Y | -39.2% | -16.7% | -22.5% | -39.3% |
| 3Y | -4.2% | +473.8% | -478.0% | -46.4% |
| All | +0.1% | +583.6% | -583.5% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling