+407.0%
TSM vs ONON
-10.5%
+417.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.5% |
| 7D | +4.8% | -3.5% | +8.2% | +5.6% |
| 30D | +4.0% | -30.8% | +34.8% | +12.4% |
| 3M | +2.0% | -29.8% | +31.8% | +9.4% |
| 6M | +25.5% | -34.8% | +60.3% | +36.1% |
| YTD | +44.0% | -42.3% | +86.3% | +60.6% |
| 1Y | +75.4% | -39.5% | +115.0% | +92.4% |
| All | +407.0% | -10.5% | +417.5% | +418.5% |
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