+15.4%
TFC vs ONON
-22.6%
+37.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -1.9% | -0.2% |
| 7D | -2.4% | -2.1% | -0.3% | -2.0% |
| 30D | -3.4% | -11.6% | +8.2% | -1.2% |
| 3M | +0.4% | -30.1% | +30.5% | +6.3% |
| 6M | +12.7% | -30.5% | +43.2% | +18.8% |
| YTD | +5.6% | -41.0% | +46.6% | +14.7% |
| 1Y | +16.0% | -36.7% | +52.7% | +23.7% |
| 3Y | +94.0% | -8.6% | +102.6% | +87.4% |
| All | +15.4% | -22.6% | +37.9% | +4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling