-20.3%
ONON vs TMF
-29.9%
+9.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.4% | -0.3% | -3.5% |
| 7D | -11.9% | -8.2% | -3.7% | -9.8% |
| 30D | -6.8% | +5.3% | -12.2% | -7.4% |
| 3M | +6.6% | -8.5% | +15.1% | +9.2% |
| 6M | -2.2% | -17.2% | +14.9% | +3.0% |
| YTD | -28.9% | -23.4% | -5.4% | -23.5% |
| 1Y | -20.3% | -30.2% | +9.9% | -15.4% |
| All | -20.3% | -29.9% | +9.5% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling