-36.0%
TLT vs ONON
-24.2%
-11.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.6% | -5.3% | +3.8% | -1.5% |
| 30D | -1.3% | -13.1% | +11.8% | -1.1% |
| 3M | -3.7% | -29.3% | +25.6% | -3.3% |
| 6M | -6.4% | -34.5% | +28.2% | -5.8% |
| YTD | -4.5% | -42.2% | +37.8% | -3.8% |
| 1Y | -5.9% | -37.3% | +31.5% | -5.4% |
| 3Y | -2.8% | -9.3% | +6.5% | -3.3% |
| All | -36.0% | -24.2% | -11.9% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling