+68.4%
T vs ON
+564.6%
-496.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | -3.1% | -1.9% | -1.2% | -3.0% |
| 30D | +4.6% | -11.0% | +15.6% | +5.3% |
| 3M | +12.2% | -39.3% | +51.6% | +15.2% |
| 6M | -6.5% | +19.8% | -26.3% | -9.5% |
| YTD | +4.9% | +31.1% | -26.2% | +0.5% |
| 1Y | -10.5% | +46.0% | -56.5% | -15.3% |
| 3Y | +104.6% | -27.5% | +132.1% | +101.7% |
| 5Y | +64.2% | +56.9% | +7.3% | +39.9% |
| 10Y | +68.4% | +591.8% | -523.4% | +8.9% |
| All | +68.4% | +564.6% | -496.2% | +8.9% |
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