+390.5%
ONTO vs TXG
+12.3%
+378.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +2.1% | +9.0% | +10.4% |
| 7D | -14.0% | -15.4% | +1.4% | -9.0% |
| 30D | -43.1% | -22.1% | -21.0% | -38.1% |
| 3M | -35.5% | +30.0% | -65.5% | -41.6% |
| 6M | -41.1% | +160.7% | -201.8% | -57.4% |
| YTD | +9.8% | +263.5% | -253.7% | -29.5% |
| 1Y | +31.5% | +356.0% | -324.5% | -22.3% |
| 3Y | +45.2% | +53.4% | -8.2% | +6.8% |
| 5Y | +86.7% | -66.7% | +153.4% | +95.5% |
| All | +390.5% | +12.3% | +378.1% | +277.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling