+131.2%
TLT vs ON
+3,734.0%
-3,602.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.2% |
| 7D | -0.4% | +2.4% | -2.9% | -0.3% |
| 30D | -0.6% | -3.3% | +2.7% | -0.7% |
| 3M | -2.7% | -43.6% | +40.8% | -4.7% |
| 6M | -5.6% | +19.0% | -24.6% | -4.3% |
| YTD | -2.8% | +37.4% | -40.1% | -0.7% |
| 1Y | -1.4% | +54.8% | -56.2% | +1.3% |
| 3Y | -1.6% | -25.2% | +23.6% | -1.1% |
| 5Y | -33.8% | +62.7% | -96.5% | -29.7% |
| 10Y | -21.1% | +574.3% | -595.5% | -6.4% |
| All | +131.2% | +3,734.0% | -3,602.8% | +208.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling