+449.2%
ONTO vs TECK
+320.7%
+128.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +7.0% | +5.0% | +8.8% |
| 7D | +1.4% | +3.1% | -1.7% | +0.3% |
| 30D | -34.1% | -5.0% | -29.2% | -32.1% |
| 3M | -37.1% | -2.6% | -34.5% | -36.0% |
| 6M | -31.8% | 0.0% | -31.8% | -31.0% |
| YTD | +22.9% | +35.6% | -12.7% | +8.7% |
| 1Y | +39.5% | +58.1% | -18.6% | +15.4% |
| 3Y | +57.7% | +93.3% | -35.7% | +18.3% |
| 5Y | +115.8% | +153.7% | -37.9% | +34.1% |
| All | +449.2% | +320.7% | +128.5% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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