+100.6%
ONTO vs TLN
+716.6%
-616.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +4.9% | +4.0% | +6.1% |
| 7D | +16.4% | +15.9% | +0.5% | +8.0% |
| 30D | -21.4% | -0.3% | -21.2% | -20.5% |
| 3M | -32.7% | +5.8% | -38.6% | -34.5% |
| 6M | -25.2% | -1.2% | -24.0% | -24.3% |
| YTD | +36.2% | +1.0% | +35.2% | +33.8% |
| 1Y | +61.2% | +1.1% | +60.1% | +57.5% |
| 3Y | +58.7% | +591.7% | -533.1% | -36.5% |
| All | +100.6% | +716.6% | -616.0% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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