+359.9%
T vs ON
+199.0%
+160.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.0% |
| 7D | -1.3% | +2.4% | -3.7% | -1.5% |
| 30D | +11.4% | -3.3% | +14.7% | +11.6% |
| 3M | +14.3% | -43.6% | +57.9% | +18.4% |
| 6M | -9.3% | +19.0% | -28.2% | -11.9% |
| YTD | +7.1% | +37.4% | -30.3% | +2.7% |
| 1Y | -9.1% | +54.8% | -63.9% | -14.0% |
| 3Y | +105.3% | -25.2% | +130.5% | +101.0% |
| 5Y | +66.8% | +62.7% | +4.1% | +48.6% |
| 10Y | +66.8% | +574.3% | -507.6% | +25.9% |
| All | +359.9% | +199.0% | +160.9% | +205.8% |
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