+62.5%
T vs ON
+557.7%
-495.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.6% | +17.0% | -15.4% | +0.6% |
| 30D | -2.9% | -3.9% | +0.9% | -2.8% |
| 3M | -7.5% | -11.5% | +4.0% | -7.0% |
| 6M | -9.9% | -29.2% | +19.3% | -9.0% |
| YTD | -6.4% | +36.2% | -42.6% | -10.8% |
| 1Y | -9.4% | +49.6% | -59.0% | -14.4% |
| 3Y | +64.9% | +9.4% | +55.4% | +55.4% |
| 5Y | +57.0% | +25.8% | +31.1% | +38.8% |
| All | +62.5% | +557.7% | -495.2% | +9.2% |
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