-23.3%
ONON vs TXT
+14.9%
-38.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.9% |
| 7D | -3.5% | +0.8% | -4.3% | -4.0% |
| 30D | -30.8% | -10.4% | -20.4% | -25.5% |
| 3M | -29.8% | -14.3% | -15.5% | -22.8% |
| 6M | -34.8% | -15.1% | -19.7% | -28.1% |
| YTD | -42.3% | -8.3% | -33.9% | -39.8% |
| 1Y | -39.5% | -0.7% | -38.8% | -40.7% |
| 3Y | -9.3% | +6.0% | -15.3% | -19.9% |
| All | -23.3% | +14.9% | -38.2% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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