-22.1%
ONON vs TPR
+236.5%
-258.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.2% | -0.2% |
| 7D | -1.7% | -3.4% | +1.7% | +0.5% |
| 30D | -27.4% | -27.3% | -0.1% | -11.9% |
| 3M | -26.5% | -16.2% | -10.3% | -19.6% |
| 6M | -34.2% | -17.9% | -16.3% | -27.7% |
| YTD | -41.3% | -7.1% | -34.2% | -41.5% |
| 1Y | -39.7% | +13.6% | -53.3% | -48.7% |
| 3Y | -7.8% | +293.7% | -301.6% | -71.5% |
| All | -22.1% | +236.5% | -258.6% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling