-20.7%
TLT vs ON
+552.1%
-572.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | -0.1% |
| 7D | +0.4% | -2.2% | +2.6% | +0.4% |
| 30D | -0.3% | -12.4% | +12.1% | -0.5% |
| 3M | -1.7% | -41.2% | +39.5% | -2.5% |
| 6M | -4.9% | +25.0% | -29.9% | -4.1% |
| YTD | -2.8% | +31.3% | -34.1% | -1.9% |
| 1Y | -4.2% | +45.4% | -49.6% | -3.0% |
| 3Y | -1.1% | -27.4% | +26.3% | -1.2% |
| 5Y | -33.7% | +58.5% | -92.2% | -30.8% |
| 10Y | -20.7% | +561.8% | -582.5% | -15.8% |
| All | -20.7% | +552.1% | -572.8% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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