-21.7%
ONON vs TSN
-17.5%
-4.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.9% |
| 7D | -2.1% | +3.0% | -5.1% | -2.7% |
| 30D | -11.6% | -4.2% | -7.4% | -10.9% |
| 3M | -30.1% | -3.9% | -26.2% | -29.5% |
| 6M | -30.5% | -9.8% | -20.7% | -29.4% |
| YTD | -41.0% | -7.3% | -33.8% | -40.5% |
| 1Y | -36.7% | -2.2% | -34.5% | -37.0% |
| 3Y | -8.6% | +11.9% | -20.5% | -15.4% |
| All | -21.7% | -17.5% | -4.1% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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