+238.0%
ONTO vs TMF
-87.5%
+325.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +6.1% |
| 7D | -1.0% | -1.4% | +0.4% | -1.0% |
| 30D | -2.9% | -2.8% | -0.1% | -2.8% |
| 3M | -2.5% | -10.9% | +8.5% | -2.0% |
| 6M | +28.2% | -21.3% | +49.5% | +29.1% |
| YTD | +69.8% | -15.9% | +85.7% | +70.7% |
| 1Y | +162.9% | -15.7% | +178.6% | +164.0% |
| 3Y | +95.9% | -43.4% | +139.3% | +96.0% |
| All | +238.0% | -87.5% | +325.5% | +202.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling