+476.3%
ONTO vs TMF
-87.9%
+564.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.9% |
| 7D | +17.5% | -9.3% | +26.8% | +17.1% |
| 30D | -15.7% | +1.9% | -17.6% | -15.6% |
| 3M | -39.7% | -11.2% | -28.5% | -39.8% |
| 6M | -26.5% | -17.7% | -8.8% | -26.7% |
| YTD | +29.0% | -24.5% | +53.4% | +28.2% |
| 1Y | +57.0% | -29.4% | +86.4% | +55.6% |
| 3Y | +50.0% | -33.4% | +83.4% | +49.0% |
| 5Y | +127.3% | -88.7% | +216.0% | +91.3% |
| All | +476.3% | -87.9% | +564.2% | +452.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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