-0.9%
ONON vs TYL
-10.0%
+9.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.8% | -8.4% | -8.0% |
| 7D | -4.9% | +4.3% | -9.2% | -7.4% |
| 30D | -1.1% | +28.0% | -29.1% | -15.4% |
| 3M | -10.5% | +32.3% | -42.9% | -25.9% |
| 6M | -1.5% | +29.9% | -31.4% | -19.0% |
| YTD | -25.3% | -7.1% | -18.2% | -24.1% |
| 1Y | -0.7% | -9.2% | +8.5% | +2.5% |
| 3Y | +29.0% | +0.7% | +28.3% | +12.8% |
| 5Y | -6.7% | -21.1% | +14.4% | -0.3% |
| All | -0.9% | -10.0% | +9.1% | -11.6% |
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