-22.1%
ONON vs TSN
-18.6%
-3.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.2% | -2.9% |
| 7D | -1.7% | -5.0% | +3.4% | -0.7% |
| 30D | -27.4% | -9.1% | -18.3% | -26.0% |
| 3M | -26.5% | -7.4% | -19.1% | -25.4% |
| 6M | -34.2% | -13.4% | -20.8% | -32.6% |
| YTD | -41.3% | -8.5% | -32.8% | -40.6% |
| 1Y | -39.7% | -3.2% | -36.5% | -39.8% |
| 3Y | -7.8% | +11.5% | -19.3% | -14.8% |
| All | -22.1% | -18.6% | -3.5% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling