+40.0%
ONTO vs TLN
-8.6%
+48.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.2% |
| 7D | -2.4% | +1.1% | -3.5% | -2.6% |
| 30D | -32.9% | -4.6% | -28.3% | -30.3% |
| 3M | -32.2% | +5.2% | -37.5% | -34.2% |
| 6M | -30.6% | -6.5% | -24.1% | -28.0% |
| YTD | +25.1% | -3.6% | +28.8% | +22.4% |
| 1Y | +40.0% | -8.2% | +48.3% | +41.2% |
| All | +40.0% | -8.6% | +48.6% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling