+282.2%
TSM vs ONON
-24.2%
+306.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +2.6% | -5.3% | +8.0% | +3.8% |
| 30D | +1.4% | -13.1% | +14.5% | +4.4% |
| 3M | +5.0% | -29.3% | +34.3% | +11.7% |
| 6M | +24.0% | -34.5% | +58.5% | +33.5% |
| YTD | +41.6% | -42.2% | +83.8% | +56.4% |
| 1Y | +66.2% | -37.3% | +103.5% | +79.2% |
| 3Y | +398.2% | -9.3% | +407.5% | +388.3% |
| All | +282.2% | -24.2% | +306.3% | +242.7% |
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