+61.2%
ONTO vs TXG
+265.0%
-203.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.4% | +10.2% | +9.4% |
| 7D | +16.4% | -8.1% | +24.5% | +20.8% |
| 30D | -21.4% | -17.5% | -4.0% | -15.2% |
| 3M | -32.7% | +6.1% | -38.9% | -34.6% |
| 6M | -25.2% | +202.7% | -227.9% | -47.5% |
| YTD | +36.2% | +280.4% | -244.2% | -10.8% |
| 1Y | +61.2% | +274.0% | -212.9% | +6.2% |
| All | +61.2% | +265.0% | -203.8% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling