+54.5%
ONTO vs TXG
+67.8%
-13.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.8% | +2.2% | -0.8% |
| 7D | +34.4% | +1.8% | +32.6% | +33.7% |
| 30D | -20.4% | -17.7% | -2.8% | -14.5% |
| 3M | -37.8% | +2.3% | -40.2% | -38.9% |
| 6M | -24.6% | +182.5% | -207.1% | -47.5% |
| YTD | +32.8% | +262.4% | -229.5% | -16.3% |
| 1Y | +54.7% | +254.1% | -199.4% | -2.6% |
| All | +54.5% | +67.8% | -13.3% | +7.8% |
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