-23.3%
ONON vs TPR
+225.5%
-248.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | +0.6% |
| 7D | -3.5% | -7.3% | +3.9% | +1.4% |
| 30D | -30.8% | -30.7% | -0.1% | -13.4% |
| 3M | -29.8% | -21.6% | -8.2% | -19.8% |
| 6M | -34.8% | -21.3% | -13.5% | -26.4% |
| YTD | -42.3% | -10.2% | -32.1% | -41.2% |
| 1Y | -39.5% | +9.5% | -49.0% | -47.3% |
| 3Y | -9.3% | +280.8% | -290.1% | -71.4% |
| All | -23.3% | +225.5% | -248.8% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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