+93.0%
TFC vs ONON
-10.5%
+103.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -1.3% | -3.5% | +2.2% | -0.6% |
| 30D | -2.3% | -30.8% | +28.5% | +4.1% |
| 3M | +2.5% | -29.8% | +32.3% | +8.5% |
| 6M | +9.5% | -34.8% | +44.3% | +17.1% |
| YTD | +5.1% | -42.3% | +47.3% | +15.1% |
| 1Y | +15.5% | -39.5% | +55.0% | +24.8% |
| All | +93.0% | -10.5% | +103.6% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling