+6.9%
TLT vs ON
-7.8%
+14.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +0.1% | -11.7% | +11.8% | +0.2% |
| 30D | +6.2% | -23.3% | +29.5% | +6.4% |
| 3M | +0.1% | -19.2% | +19.2% | +0.2% |
| 6M | -3.0% | -40.1% | +37.2% | -2.6% |
| YTD | -2.7% | +16.9% | -19.6% | -3.2% |
| 1Y | -4.8% | +29.7% | -34.6% | -5.4% |
| 3Y | +6.9% | -4.4% | +11.3% | +4.7% |
| All | +6.9% | -7.8% | +14.7% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling