+341.5%
ONTO vs TW
+220.5%
+121.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | +0.4% | -16.0% | -15.7% |
| 7D | -29.7% | +7.3% | -37.0% | -31.5% |
| 30D | -50.3% | +18.6% | -68.9% | -53.3% |
| 3M | -43.5% | +24.8% | -68.3% | -48.2% |
| 6M | -48.9% | +16.1% | -64.9% | -52.9% |
| YTD | -1.2% | +19.1% | -20.3% | -11.2% |
| 1Y | +14.9% | +22.8% | -7.9% | +1.4% |
| 3Y | +31.2% | +40.4% | -9.2% | +0.9% |
| 5Y | +68.1% | +37.9% | +30.2% | +26.4% |
| All | +341.5% | +220.5% | +121.0% | +101.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling