+390.5%
ONTO vs TXT
+76.7%
+313.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -2.0% | +13.1% | +12.4% |
| 7D | -14.0% | -2.5% | -11.5% | -12.7% |
| 30D | -43.1% | +14.4% | -57.5% | -48.5% |
| 3M | -35.5% | -4.9% | -30.6% | -34.0% |
| 6M | -41.1% | -10.2% | -30.9% | -37.3% |
| YTD | +9.8% | -4.1% | +13.9% | +10.9% |
| 1Y | +31.5% | +4.0% | +27.6% | +25.8% |
| 3Y | +45.2% | +8.0% | +37.2% | +33.3% |
| 5Y | +86.7% | +8.4% | +78.3% | +71.3% |
| All | +390.5% | +76.7% | +313.8% | +219.6% |
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