-23.3%
ONON vs TSN
-18.3%
-4.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -5.3% | +1.4% | -6.7% | -5.6% |
| 30D | -13.1% | -6.2% | -7.0% | -12.1% |
| 3M | -29.3% | -5.7% | -23.7% | -28.5% |
| 6M | -34.5% | -11.4% | -23.2% | -33.2% |
| YTD | -42.2% | -8.2% | -34.1% | -41.6% |
| 1Y | -37.3% | -2.0% | -35.3% | -37.7% |
| 3Y | -9.3% | +11.9% | -21.1% | -16.2% |
| All | -23.3% | -18.3% | -4.9% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling