-20.0%
ONON vs TYL
-22.3%
+2.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | +1.2% |
| 7D | -3.0% | -3.7% | +0.7% | -0.7% |
| 30D | -26.7% | +18.7% | -45.4% | -34.7% |
| 3M | -25.3% | +18.1% | -43.4% | -34.1% |
| 6M | -35.3% | -1.1% | -34.1% | -36.6% |
| YTD | -39.8% | -19.8% | -20.0% | -32.5% |
| 1Y | -39.2% | -34.3% | -4.9% | -20.3% |
| 3Y | -4.2% | -8.2% | +4.0% | -12.8% |
| All | -20.0% | -22.3% | +2.2% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling