+257.0%
TSM vs ONON
-5.0%
+262.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.0% |
| 7D | +6.2% | -10.0% | +16.2% | +8.4% |
| 30D | -7.3% | -5.3% | -2.0% | -6.5% |
| 3M | -7.1% | +6.5% | -13.6% | -8.9% |
| 6M | +0.2% | -5.0% | +5.2% | -0.5% |
| YTD | +32.2% | -27.6% | +59.9% | +38.6% |
| 1Y | +42.8% | -20.7% | +63.5% | +46.5% |
| 3Y | +330.4% | +26.6% | +303.8% | +293.0% |
| 5Y | +263.9% | -9.6% | +273.5% | +210.0% |
| All | +257.0% | -5.0% | +262.0% | +203.8% |
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