+294.8%
T vs ON
+177.8%
+117.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.2% | -8.4% | +0.1% |
| 7D | +1.7% | -1.4% | +3.1% | +1.7% |
| 30D | -1.7% | -10.9% | +9.1% | -1.0% |
| 3M | -7.3% | -14.9% | +7.5% | -6.5% |
| 6M | -11.2% | -33.0% | +21.8% | -9.7% |
| YTD | -8.1% | +27.6% | -35.7% | -11.6% |
| 1Y | -8.0% | +44.5% | -52.5% | -12.6% |
| 3Y | +62.1% | +7.4% | +54.7% | +53.7% |
| 5Y | +55.7% | +18.7% | +37.0% | +42.4% |
| 10Y | +54.1% | +516.0% | -461.8% | +16.9% |
| All | +294.8% | +177.8% | +117.0% | +163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling