+508.7%
ONTO vs TSN
-9.5%
+518.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.7% | +9.6% | +9.1% |
| 7D | +16.4% | -0.3% | +16.6% | +16.4% |
| 30D | -21.4% | +11.8% | -33.2% | -24.4% |
| 3M | -32.7% | +7.1% | -39.8% | -34.6% |
| 6M | -25.2% | -9.2% | -16.0% | -23.7% |
| YTD | +36.2% | +4.8% | +31.4% | +31.1% |
| 1Y | +61.2% | +11.6% | +49.5% | +50.9% |
| 3Y | +58.7% | +41.5% | +17.1% | +27.1% |
| 5Y | +143.6% | -15.5% | +159.2% | +151.4% |
| All | +508.7% | -9.5% | +518.2% | +445.9% |
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