+449.2%
ONTO vs TW
+222.3%
+226.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.4% | +11.6% | +11.8% |
| 7D | +1.4% | +3.4% | -2.0% | +0.2% |
| 30D | -34.1% | +15.5% | -49.6% | -37.6% |
| 3M | -37.1% | +25.1% | -62.2% | -42.3% |
| 6M | -31.8% | +18.2% | -50.0% | -37.7% |
| YTD | +22.9% | +19.7% | +3.2% | +10.3% |
| 1Y | +39.5% | +18.1% | +21.4% | +25.7% |
| 3Y | +57.7% | +40.5% | +17.1% | +21.4% |
| 5Y | +115.8% | +37.1% | +78.7% | +63.1% |
| All | +449.2% | +222.3% | +226.9% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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