-36.7%
ONON vs TW
-14.2%
-22.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.2% |
| 7D | -2.1% | -4.5% | +2.4% | -1.7% |
| 30D | -11.6% | -2.3% | -9.3% | -11.4% |
| 3M | -30.1% | +2.6% | -32.7% | -30.3% |
| 6M | -30.5% | -17.5% | -13.0% | -28.7% |
| YTD | -41.0% | -5.3% | -35.7% | -40.6% |
| 1Y | -36.7% | -14.8% | -21.9% | -35.5% |
| All | -36.7% | -14.2% | -22.5% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling