+390.5%
ONTO vs TYL
+60.4%
+330.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -2.3% | +13.4% | +12.0% |
| 7D | -14.0% | +6.7% | -20.7% | -16.6% |
| 30D | -43.1% | +26.5% | -69.6% | -49.3% |
| 3M | -35.5% | +37.3% | -72.8% | -45.8% |
| 6M | -41.1% | +31.2% | -72.2% | -51.9% |
| YTD | +9.8% | -7.4% | +17.1% | +7.8% |
| 1Y | +31.5% | -9.6% | +41.1% | +30.8% |
| 3Y | +45.2% | +1.9% | +43.3% | +23.7% |
| 5Y | +86.7% | -21.1% | +107.8% | +92.4% |
| All | +390.5% | +60.4% | +330.1% | +241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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