+449.2%
ONTO vs TXG
+23.2%
+426.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +9.7% | +2.2% | +8.8% |
| 7D | +1.4% | +5.5% | -4.2% | +0.1% |
| 30D | -34.1% | -19.3% | -14.8% | -29.1% |
| 3M | -37.1% | +25.0% | -62.1% | -42.3% |
| 6M | -31.8% | +201.2% | -233.0% | -52.9% |
| YTD | +22.9% | +298.8% | -275.9% | -23.4% |
| 1Y | +39.5% | +326.6% | -287.1% | -15.6% |
| 3Y | +57.7% | +78.3% | -20.7% | +10.8% |
| 5Y | +115.8% | -61.3% | +177.1% | +116.1% |
| All | +449.2% | +23.2% | +426.0% | +310.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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