-21.7%
ONON vs TXG
-55.7%
+34.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +1.1% |
| 7D | -2.1% | +9.5% | -11.6% | -4.9% |
| 30D | -11.6% | +18.8% | -30.4% | -16.7% |
| 3M | -30.1% | +136.1% | -166.2% | -48.0% |
| 6M | -30.5% | +235.2% | -265.7% | -55.0% |
| YTD | -41.0% | +320.5% | -361.6% | -65.1% |
| 1Y | -36.7% | +425.2% | -461.9% | -66.7% |
| 3Y | -8.6% | +42.9% | -51.5% | -28.4% |
| All | -21.7% | -55.7% | +34.1% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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