-12.3%
TLT vs ON
+512.2%
-524.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | -0.3% | -4.1% | +3.8% | -0.3% |
| 30D | +3.7% | -10.2% | +13.9% | +3.6% |
| 3M | -0.7% | -12.7% | +12.1% | -0.8% |
| 6M | -4.2% | -32.5% | +28.4% | -4.6% |
| YTD | -4.0% | +28.6% | -32.5% | -3.0% |
| 1Y | -5.8% | +43.4% | -49.2% | -4.6% |
| 3Y | +4.1% | +3.3% | +0.8% | +5.2% |
| 5Y | -34.8% | +22.5% | -57.3% | -32.6% |
| 10Y | -12.3% | +535.7% | -548.1% | -2.3% |
| All | -12.3% | +512.2% | -524.6% | -2.3% |
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