+99.7%
ONTO vs TSLQ
-95.6%
+195.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +12.0% | -5.8% | +8.9% |
| 7D | -1.0% | -5.8% | +4.8% | -2.2% |
| 30D | -2.9% | -22.1% | +19.2% | -7.8% |
| 3M | -2.5% | +10.1% | -12.5% | +5.4% |
| 6M | +28.2% | -6.8% | +35.0% | +37.0% |
| YTD | +69.8% | +8.5% | +61.2% | +89.2% |
| 1Y | +162.9% | -49.7% | +212.6% | +159.4% |
| All | +99.7% | -95.6% | +195.4% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling