-23.3%
ONON vs TMF
-88.6%
+65.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.5% |
| 7D | -3.5% | -0.9% | -2.6% | -3.4% |
| 30D | -30.8% | -1.0% | -29.8% | -30.8% |
| 3M | -29.8% | -11.3% | -18.6% | -29.3% |
| 6M | -34.8% | -22.7% | -12.1% | -33.8% |
| YTD | -42.3% | -17.3% | -24.9% | -41.6% |
| 1Y | -39.5% | -22.5% | -17.1% | -38.6% |
| 3Y | -9.3% | -43.2% | +33.9% | -7.6% |
| All | -23.3% | -88.6% | +65.3% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling