+61.6%
ONTO vs TLN
+630.2%
-568.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +7.1% | +4.0% | +7.1% |
| 7D | -14.0% | -1.3% | -12.7% | -12.9% |
| 30D | -43.1% | -10.5% | -32.6% | -39.0% |
| 3M | -35.5% | +0.1% | -35.6% | -35.0% |
| 6M | -41.1% | -17.4% | -23.7% | -34.6% |
| YTD | +9.8% | -9.7% | +19.4% | +14.5% |
| 1Y | +31.5% | -12.3% | +43.8% | +38.5% |
| 3Y | +45.2% | +528.3% | -483.1% | -38.8% |
| All | +61.6% | +630.2% | -568.6% | -35.2% |
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