+390.5%
ONTO vs TCOM
+43.3%
+347.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.3% | +9.8% | +10.7% |
| 7D | -14.0% | +12.1% | -26.1% | -17.3% |
| 30D | -43.1% | +16.5% | -59.6% | -46.1% |
| 3M | -35.5% | -4.0% | -31.5% | -35.3% |
| 6M | -41.1% | -18.5% | -22.6% | -38.1% |
| YTD | +9.8% | -38.3% | +48.1% | +25.2% |
| 1Y | +31.5% | -36.6% | +68.1% | +48.4% |
| 3Y | +45.2% | +31.1% | +14.0% | +19.9% |
| 5Y | +86.7% | +47.6% | +39.1% | +34.3% |
| All | +390.5% | +43.3% | +347.1% | +231.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling