+390.5%
ONTO vs TMF
-86.6%
+477.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.2% | +11.2% | +11.1% |
| 7D | -14.0% | +1.2% | -15.2% | -14.0% |
| 30D | -43.1% | +19.7% | -62.8% | -42.8% |
| 3M | -35.5% | -2.1% | -33.4% | -35.4% |
| 6M | -41.1% | -13.4% | -27.6% | -41.2% |
| YTD | +9.8% | -16.7% | +26.5% | +9.4% |
| 1Y | +31.5% | -23.3% | +54.9% | +30.7% |
| 3Y | +45.2% | -24.8% | +70.0% | +44.8% |
| 5Y | +86.7% | -88.0% | +174.8% | +56.8% |
| All | +390.5% | -86.6% | +477.1% | +371.5% |
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