+1,598.5%
TSM vs ON
+512.2%
+1,086.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | -2.1% | -4.1% | +2.1% | -0.4% |
| 30D | -12.5% | -10.2% | -2.3% | -8.8% |
| 3M | -5.0% | -12.7% | +7.7% | -0.7% |
| 6M | -3.2% | -32.5% | +29.3% | +8.2% |
| YTD | +31.5% | +28.6% | +2.9% | +13.0% |
| 1Y | +35.7% | +43.4% | -7.7% | +11.4% |
| 3Y | +323.5% | +3.3% | +320.2% | +269.3% |
| 5Y | +263.4% | +22.5% | +240.9% | +178.3% |
| 10Y | +1,598.5% | +535.7% | +1,062.8% | +596.8% |
| All | +1,598.5% | +512.2% | +1,086.3% | +596.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling