-21.7%
ONON vs TNA
-19.8%
-1.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.6% |
| 7D | -2.1% | -7.3% | +5.2% | +1.2% |
| 30D | -11.6% | -14.2% | +2.6% | -5.6% |
| 3M | -30.1% | -4.6% | -25.5% | -29.4% |
| 6M | -30.5% | +36.9% | -67.4% | -41.5% |
| YTD | -41.0% | +42.5% | -83.6% | -51.8% |
| 1Y | -36.7% | +45.8% | -82.5% | -50.0% |
| 3Y | -8.6% | +104.7% | -113.3% | -48.4% |
| All | -21.7% | -19.8% | -1.9% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 all: compounded portfolio wealth divided by compounded TNA 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…
all analysis · Full analysis span regression · 6 months rolling