-12.6%
TLT vs ON
+533.9%
-546.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.5% |
| 7D | -3.1% | +12.2% | -15.3% | -2.9% |
| 30D | +1.0% | -3.1% | +4.2% | +1.0% |
| 3M | -2.7% | -12.9% | +10.2% | -2.9% |
| 6M | -4.1% | -38.6% | +34.4% | -4.8% |
| YTD | -5.4% | +31.2% | -36.6% | -4.3% |
| 1Y | -7.0% | +47.6% | -54.7% | -5.8% |
| 3Y | +2.8% | +6.6% | -3.8% | +4.0% |
| 5Y | -35.4% | +21.3% | -56.6% | -33.2% |
| All | -12.6% | +533.9% | -546.5% | -2.8% |
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