-5.6%
TLT vs ON
+15.3%
-20.9%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.2% |
| 7D | -0.4% | +2.4% | -2.9% | -0.5% |
| 30D | -0.6% | -3.3% | +2.7% | -0.6% |
| 3M | -2.7% | -43.6% | +40.8% | -2.2% |
| 6M | -5.6% | +19.0% | -24.6% | -6.6% |
| All | -5.6% | +15.3% | -20.9% | -6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling