+54.5%
ONTO vs TSLQ
-97.1%
+151.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -3.4% |
| 7D | +34.4% | -26.6% | +61.0% | +25.6% |
| 30D | -20.4% | -17.5% | -2.9% | -21.7% |
| 3M | -37.8% | -41.7% | +3.8% | -42.8% |
| 6M | -24.6% | -16.9% | -7.6% | -20.4% |
| YTD | +32.8% | -21.9% | +54.7% | +42.2% |
| 1Y | +54.7% | -32.5% | +87.2% | +62.6% |
| All | +54.5% | -97.1% | +151.6% | +25.7% |
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