-23.3%
ONON vs TW
+23.5%
-46.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -3.5% | -0.5% | -2.9% | -3.2% |
| 30D | -30.8% | -0.6% | -30.2% | -30.7% |
| 3M | -29.8% | +3.4% | -33.2% | -31.8% |
| 6M | -34.8% | -18.4% | -16.4% | -28.5% |
| YTD | -42.3% | -3.9% | -38.3% | -42.7% |
| 1Y | -39.5% | -13.3% | -26.2% | -36.4% |
| 3Y | -9.3% | +20.8% | -30.1% | -32.1% |
| All | -23.3% | +23.5% | -46.8% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling