+155.3%
ONTO vs TSLQ
-97.3%
+252.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -8.4% | +19.5% | +9.0% |
| 7D | -14.0% | +19.7% | -33.7% | -8.6% |
| 30D | -43.1% | +4.1% | -47.2% | -40.9% |
| 3M | -35.5% | -30.9% | -4.6% | -38.4% |
| 6M | -41.1% | -13.6% | -27.4% | -36.9% |
| YTD | +9.8% | -2.6% | +12.4% | +24.0% |
| 1Y | +31.5% | -10.4% | +42.0% | +47.8% |
| 3Y | +45.2% | -96.4% | +141.5% | +13.2% |
| All | +155.3% | -97.3% | +252.6% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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