+15.2%
TFC vs ONON
-24.2%
+39.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -2.5% | -5.3% | +2.8% | -1.5% |
| 30D | -2.8% | -13.1% | +10.3% | -0.3% |
| 3M | +2.1% | -29.3% | +31.5% | +7.9% |
| 6M | +10.1% | -34.5% | +44.7% | +17.4% |
| YTD | +5.4% | -42.2% | +47.7% | +15.0% |
| 1Y | +16.3% | -37.3% | +53.7% | +24.2% |
| 3Y | +95.9% | -9.3% | +105.1% | +89.5% |
| All | +15.2% | -24.2% | +39.3% | +4.2% |
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