+390.5%
ONTO vs TSN
-9.7%
+400.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.7% | +11.8% | +11.3% |
| 7D | -14.0% | +4.6% | -18.7% | -15.4% |
| 30D | -43.1% | +15.4% | -58.5% | -45.8% |
| 3M | -35.5% | +2.9% | -38.4% | -36.5% |
| 6M | -41.1% | -10.8% | -30.3% | -39.5% |
| YTD | +9.8% | +4.5% | +5.3% | +5.7% |
| 1Y | +31.5% | +19.5% | +12.0% | +19.8% |
| 3Y | +45.2% | +42.2% | +3.0% | +16.0% |
| 5Y | +86.7% | -14.2% | +100.9% | +90.9% |
| All | +390.5% | -9.7% | +400.2% | +340.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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