+508.7%
ONTO vs TAP
-15.0%
+523.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.7% | +9.6% | +9.0% |
| 7D | +16.4% | -8.0% | +24.4% | +18.4% |
| 30D | -21.4% | +4.1% | -25.5% | -22.9% |
| 3M | -32.7% | -4.4% | -28.4% | -32.9% |
| 6M | -25.2% | -1.9% | -23.3% | -26.7% |
| YTD | +36.2% | -12.1% | +48.3% | +36.9% |
| 1Y | +61.2% | -12.0% | +73.2% | +61.5% |
| 3Y | +58.7% | -25.0% | +83.7% | +63.1% |
| 5Y | +143.6% | -1.1% | +144.7% | +109.3% |
| All | +508.7% | -15.0% | +523.7% | +466.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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