-34.9%
TLT vs ON
+57.7%
-92.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.6% |
| 7D | -0.3% | -1.9% | +1.6% | -0.3% |
| 30D | 0.0% | -11.0% | +11.0% | 0.0% |
| 3M | -2.9% | -39.3% | +36.5% | -2.7% |
| 6M | -6.3% | +19.8% | -26.1% | -6.4% |
| YTD | -3.3% | +31.1% | -34.4% | -3.5% |
| 1Y | -4.2% | +46.0% | -50.2% | -4.4% |
| 3Y | -1.7% | -27.5% | +25.8% | -2.2% |
| 5Y | -34.9% | +56.9% | -91.8% | -32.0% |
| All | -34.9% | +57.7% | -92.6% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling