+390.5%
ONTO vs TAP
-13.6%
+404.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -4.5% | +15.6% | +12.1% |
| 7D | -14.0% | +0.5% | -14.6% | -14.5% |
| 30D | -43.1% | +9.1% | -52.2% | -44.8% |
| 3M | -35.5% | -3.8% | -31.7% | -35.6% |
| 6M | -41.1% | -3.4% | -37.6% | -41.9% |
| YTD | +9.8% | -10.6% | +20.4% | +10.0% |
| 1Y | +31.5% | -4.4% | +35.9% | +28.0% |
| 3Y | +45.2% | -24.4% | +69.5% | +49.4% |
| 5Y | +86.7% | +2.1% | +84.6% | +58.5% |
| All | +390.5% | -13.6% | +404.1% | +354.9% |
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