+52.6%
TEL vs ONON
-24.2%
+76.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | +1.2% | -3.5% | +4.7% | +1.9% |
| 30D | -4.1% | -30.8% | +26.7% | +2.2% |
| 3M | -2.6% | -29.8% | +27.3% | +3.3% |
| 6M | 0.0% | -34.8% | +34.8% | +7.1% |
| YTD | -9.1% | -42.3% | +33.2% | -0.5% |
| 1Y | -0.8% | -39.5% | +38.7% | +7.0% |
| 3Y | +67.4% | -9.3% | +76.7% | +61.0% |
| All | +52.6% | -24.2% | +76.7% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling