+99.7%
ONTO vs TXG
+17.1%
+82.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.5% |
| 7D | -1.0% | +1.8% | -2.8% | -1.7% |
| 30D | -2.9% | +32.0% | -34.9% | -12.2% |
| 3M | -2.5% | +87.0% | -89.5% | -21.2% |
| 6M | +28.2% | +180.1% | -151.9% | -9.9% |
| YTD | +69.8% | +284.1% | -214.3% | +7.0% |
| 1Y | +162.9% | +361.7% | -198.8% | +53.1% |
| All | +99.7% | +17.1% | +82.6% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling