+66.1%
T vs ON
+57.7%
+8.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | -0.3% |
| 7D | -1.5% | -2.2% | +0.6% | -1.5% |
| 30D | +7.6% | -12.4% | +20.0% | +7.6% |
| 3M | +15.3% | -41.2% | +56.5% | +15.3% |
| 6M | -8.5% | +25.0% | -33.5% | -9.4% |
| YTD | +6.8% | +31.3% | -24.5% | +5.5% |
| 1Y | -7.2% | +45.4% | -52.7% | -8.5% |
| 3Y | +108.2% | -27.4% | +135.7% | +108.8% |
| 5Y | +66.1% | +58.5% | +7.6% | +48.4% |
| All | +66.1% | +57.7% | +8.3% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling