+508.7%
ONTO vs TXG
+17.6%
+491.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.4% | +10.2% | +9.3% |
| 7D | +16.4% | -8.1% | +24.5% | +20.2% |
| 30D | -21.4% | -17.5% | -4.0% | -16.1% |
| 3M | -32.7% | +6.1% | -38.9% | -34.7% |
| 6M | -25.2% | +202.7% | -227.9% | -48.3% |
| YTD | +36.2% | +280.4% | -244.2% | -13.8% |
| 1Y | +61.2% | +274.0% | -212.9% | +1.8% |
| 3Y | +58.7% | +74.9% | -16.2% | +12.3% |
| 5Y | +143.6% | -63.0% | +206.7% | +147.4% |
| All | +508.7% | +17.6% | +491.2% | +361.5% |
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