-39.2%
ONON vs TYL
-34.2%
-5.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.6% |
| 7D | -3.0% | -3.7% | +0.7% | -2.3% |
| 30D | -26.7% | +18.7% | -45.4% | -29.1% |
| 3M | -25.3% | +18.1% | -43.4% | -27.9% |
| 6M | -35.3% | -1.1% | -34.1% | -35.2% |
| YTD | -39.8% | -19.8% | -20.0% | -34.3% |
| 1Y | -39.2% | -34.3% | -4.9% | -27.1% |
| All | -39.2% | -34.2% | -5.0% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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