+150.0%
ONTO vs TLN
+583.6%
-433.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.8% | +2.4% | +4.2% |
| 7D | -1.0% | +7.1% | -8.1% | -4.5% |
| 30D | -2.9% | -3.9% | +1.0% | -0.4% |
| 3M | -2.5% | -16.2% | +13.7% | +7.7% |
| 6M | +28.2% | -5.8% | +34.0% | +32.8% |
| YTD | +69.8% | -15.4% | +85.2% | +82.8% |
| 1Y | +162.9% | -16.7% | +179.6% | +184.4% |
| 3Y | +95.9% | +473.8% | -377.8% | -13.9% |
| All | +150.0% | +583.6% | -433.6% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling