-23.3%
ONON vs TMF
-89.0%
+65.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.5% | +0.3% |
| 7D | -5.3% | -4.8% | -0.5% | -5.0% |
| 30D | -13.1% | -4.9% | -8.2% | -12.8% |
| 3M | -29.3% | -13.4% | -15.9% | -28.6% |
| 6M | -34.5% | -23.0% | -11.5% | -33.4% |
| YTD | -42.2% | -20.2% | -22.1% | -41.4% |
| 1Y | -37.3% | -26.5% | -10.9% | -36.1% |
| 3Y | -9.3% | -45.2% | +35.9% | -7.4% |
| All | -23.3% | -89.0% | +65.7% | -39.1% |
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