+29.0%
ONON vs TMF
-30.8%
+59.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.9% | -3.7% | -7.2% |
| 7D | -4.9% | -1.1% | -3.9% | -4.8% |
| 30D | -1.1% | +11.8% | -12.9% | -1.9% |
| 3M | -10.5% | -4.0% | -6.5% | -10.3% |
| 6M | -1.5% | -16.5% | +15.0% | -0.2% |
| YTD | -25.3% | -19.9% | -5.4% | -24.1% |
| 1Y | -0.7% | -25.6% | +24.8% | +1.2% |
| 3Y | +29.0% | -29.9% | +58.9% | +41.7% |
| All | +29.0% | -30.8% | +59.8% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling