-4.2%
TLT vs ON
+43.3%
-47.5%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | 0.0% |
| 7D | +0.4% | -2.2% | +2.6% | +0.4% |
| 30D | -0.3% | -12.4% | +12.1% | -0.2% |
| 3M | -1.7% | -41.2% | +39.5% | -1.5% |
| 6M | -4.9% | +25.0% | -29.9% | -4.7% |
| YTD | -2.8% | +31.3% | -34.1% | -2.4% |
| 1Y | -4.2% | +45.4% | -49.6% | -3.5% |
| All | -4.2% | +43.3% | -47.5% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling