+341.5%
ONTO vs TMF
-86.6%
+428.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | +0.6% | -16.2% | -15.6% |
| 7D | -29.7% | +2.7% | -32.4% | -29.6% |
| 30D | -50.3% | +19.3% | -69.6% | -50.0% |
| 3M | -43.5% | -3.7% | -39.8% | -43.4% |
| 6M | -48.9% | -11.3% | -37.5% | -48.9% |
| YTD | -1.2% | -16.6% | +15.4% | -1.5% |
| 1Y | +14.9% | -21.1% | +36.0% | +14.3% |
| 3Y | +31.2% | -26.8% | +58.0% | +30.7% |
| 5Y | +68.1% | -88.0% | +156.1% | +41.2% |
| All | +341.5% | -86.6% | +428.1% | +324.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling