-48.8%
TE vs ONON
-22.6%
-26.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | -0.1% |
| 7D | +0.2% | -2.1% | +2.3% | +0.9% |
| 30D | -5.9% | -11.6% | +5.7% | -1.7% |
| 3M | -45.6% | -30.1% | -15.5% | -39.7% |
| 6M | -43.4% | -30.5% | -12.9% | -38.0% |
| YTD | -31.0% | -41.0% | +10.0% | -20.1% |
| 1Y | +145.2% | -36.7% | +181.9% | +168.6% |
| 3Y | -24.1% | -8.6% | -15.4% | -30.8% |
| All | -48.8% | -22.6% | -26.3% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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