+45.2%
ONTO vs TXG
+49.6%
-4.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +2.1% | +9.0% | +10.3% |
| 7D | -14.0% | -15.4% | +1.4% | -8.7% |
| 30D | -43.1% | -22.1% | -21.0% | -37.8% |
| 3M | -35.5% | +30.0% | -65.5% | -41.9% |
| 6M | -41.1% | +160.7% | -201.8% | -57.8% |
| YTD | +9.8% | +263.5% | -253.7% | -30.6% |
| 1Y | +31.5% | +356.0% | -324.5% | -23.8% |
| 3Y | +45.2% | +53.4% | -8.2% | +4.0% |
| All | +45.2% | +49.6% | -4.5% | +4.0% |
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