+130.7%
ONTO vs TXG
-65.2%
+195.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.3% | -2.4% |
| 7D | +17.5% | -1.8% | +19.3% | +18.3% |
| 30D | -15.7% | -20.4% | +4.7% | -8.6% |
| 3M | -39.7% | +0.1% | -39.8% | -40.3% |
| 6M | -26.5% | +176.2% | -202.7% | -48.2% |
| YTD | +29.0% | +256.8% | -227.8% | -17.9% |
| 1Y | +57.0% | +255.9% | -198.9% | -0.8% |
| 3Y | +50.0% | +60.2% | -10.2% | +7.2% |
| All | +130.7% | -65.2% | +195.9% | +152.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling