-36.6%
TLT vs ONON
-5.0%
-31.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | -3.1% | -10.0% | +6.9% | -2.9% |
| 30D | +1.0% | -5.3% | +6.3% | +1.1% |
| 3M | -2.7% | +6.5% | -9.2% | -2.8% |
| 6M | -4.1% | -5.0% | +0.8% | -4.2% |
| YTD | -5.4% | -27.6% | +22.3% | -5.1% |
| 1Y | -7.0% | -20.7% | +13.7% | -6.9% |
| 3Y | +2.8% | +26.6% | -23.8% | +1.8% |
| 5Y | -35.4% | -9.6% | -25.8% | -37.0% |
| All | -36.6% | -5.0% | -31.6% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling