+508.7%
ONTO vs TW
+228.2%
+280.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.7% | +8.1% | +8.6% |
| 7D | +16.4% | +2.8% | +13.5% | +15.3% |
| 30D | -21.4% | +18.1% | -39.5% | -26.1% |
| 3M | -32.7% | +25.2% | -58.0% | -38.3% |
| 6M | -25.2% | +19.1% | -44.3% | -31.7% |
| YTD | +36.2% | +21.9% | +14.3% | +21.5% |
| 1Y | +61.2% | +18.9% | +42.2% | +45.2% |
| 3Y | +58.7% | +41.7% | +16.9% | +22.1% |
| 5Y | +143.6% | +40.4% | +103.2% | +82.4% |
| All | +508.7% | +228.2% | +280.5% | +175.7% |
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