-0.9%
TLT vs ONON
-10.5%
+9.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -0.3% | -3.5% | +3.2% | -0.2% |
| 30D | 0.0% | -30.8% | +30.8% | +0.8% |
| 3M | -2.9% | -29.8% | +27.0% | -2.2% |
| 6M | -6.3% | -34.8% | +28.6% | -5.5% |
| YTD | -3.3% | -42.3% | +38.9% | -2.4% |
| 1Y | -4.2% | -39.5% | +35.3% | -3.4% |
| All | -0.9% | -10.5% | +9.6% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling