+476.3%
ONTO vs TCOM
+40.8%
+435.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.7% | -3.2% |
| 7D | +17.5% | -1.8% | +19.3% | +18.1% |
| 30D | -15.7% | +12.1% | -27.7% | -19.2% |
| 3M | -39.7% | -3.2% | -36.5% | -39.7% |
| 6M | -26.5% | -16.6% | -9.8% | -23.5% |
| YTD | +29.0% | -39.4% | +68.4% | +47.8% |
| 1Y | +57.0% | -41.5% | +98.5% | +82.0% |
| 3Y | +50.0% | +24.4% | +25.6% | +26.2% |
| 5Y | +127.3% | +41.6% | +85.7% | +66.3% |
| All | +476.3% | +40.8% | +435.6% | +291.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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