+658.6%
ONTO vs TXT
+67.2%
+591.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.5% | +6.4% |
| 7D | -1.0% | -4.8% | +3.8% | +2.3% |
| 30D | -2.9% | -10.6% | +7.7% | +4.7% |
| 3M | -2.5% | -13.2% | +10.7% | +7.2% |
| 6M | +28.2% | -20.3% | +48.6% | +49.2% |
| YTD | +69.8% | -9.3% | +79.0% | +79.7% |
| 1Y | +162.9% | -2.7% | +165.6% | +165.9% |
| 3Y | +95.9% | +1.4% | +94.6% | +89.3% |
| 5Y | +244.5% | +9.6% | +234.9% | +218.9% |
| All | +658.6% | +67.2% | +591.4% | +418.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling