+61.4%
T vs ON
+570.5%
-509.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.8% | -4.3% | +1.1% |
| 7D | +2.0% | +3.3% | -1.4% | +1.7% |
| 30D | -1.0% | -3.1% | +2.1% | -1.0% |
| 3M | -8.1% | -9.2% | +1.1% | -7.8% |
| 6M | -8.3% | -31.4% | +23.1% | -7.2% |
| YTD | -6.1% | +36.0% | -42.1% | -10.5% |
| 1Y | -7.4% | +52.0% | -59.4% | -12.6% |
| 3Y | +65.4% | +9.3% | +56.2% | +56.0% |
| 5Y | +57.6% | +26.5% | +31.2% | +39.3% |
| 10Y | +61.4% | +556.1% | -494.8% | +8.7% |
| All | +61.4% | +570.5% | -509.1% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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