+508.7%
ONTO vs TXT
+81.8%
+426.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.0% | +9.9% | +9.6% |
| 7D | +16.4% | -0.8% | +17.2% | +17.1% |
| 30D | -21.4% | +13.4% | -34.8% | -28.3% |
| 3M | -32.7% | -2.5% | -30.2% | -32.2% |
| 6M | -25.2% | -6.2% | -19.0% | -22.6% |
| YTD | +36.2% | -1.3% | +37.6% | +35.1% |
| 1Y | +61.2% | +4.3% | +56.8% | +53.9% |
| 3Y | +58.7% | +13.2% | +45.4% | +41.3% |
| 5Y | +143.6% | +12.4% | +131.3% | +118.5% |
| All | +508.7% | +81.8% | +426.9% | +289.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling