-21.7%
ONON vs TW
+21.7%
-43.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.6% |
| 7D | -2.1% | -4.5% | +2.4% | +0.1% |
| 30D | -11.6% | -2.3% | -9.3% | -10.8% |
| 3M | -30.1% | +2.6% | -32.7% | -31.8% |
| 6M | -30.5% | -17.5% | -13.0% | -24.3% |
| YTD | -41.0% | -5.3% | -35.7% | -41.1% |
| 1Y | -36.7% | -14.8% | -21.9% | -32.9% |
| 3Y | -8.6% | +18.8% | -27.4% | -31.0% |
| All | -21.7% | +21.7% | -43.4% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling