-0.8%
ONON vs TMF
-89.0%
+88.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -10.1% | -3.4% | -6.8% | -9.9% |
| 30D | -1.8% | +11.5% | -13.3% | -2.5% |
| 3M | +12.3% | -4.5% | +16.8% | +12.6% |
| 6M | +2.0% | -15.0% | +16.9% | +3.0% |
| YTD | -25.3% | -19.9% | -5.5% | -24.3% |
| 1Y | -1.3% | -26.6% | +25.2% | +0.5% |
| 3Y | +29.0% | -29.8% | +58.9% | +30.3% |
| 5Y | -6.2% | -88.2% | +82.0% | -24.7% |
| All | -0.8% | -89.0% | +88.2% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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