-22.1%
ONON vs TYL
-25.7%
+3.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | +0.2% |
| 7D | -1.7% | -7.6% | +5.9% | +3.3% |
| 30D | -27.4% | +11.3% | -38.7% | -32.7% |
| 3M | -26.5% | +14.5% | -41.0% | -34.0% |
| 6M | -34.2% | -7.1% | -27.1% | -32.8% |
| YTD | -41.3% | -23.4% | -18.0% | -32.3% |
| 1Y | -39.7% | -38.6% | -1.1% | -17.1% |
| 3Y | -7.8% | -11.3% | +3.5% | -14.6% |
| All | -22.1% | -25.7% | +3.7% | -21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling