+658.6%
ONTO vs TYL
+38.8%
+619.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.0% | +10.2% | +8.0% |
| 7D | -1.0% | -3.7% | +2.7% | +0.5% |
| 30D | -2.9% | +18.7% | -21.6% | -11.3% |
| 3M | -2.5% | +18.1% | -20.6% | -14.2% |
| 6M | +28.2% | -1.1% | +29.3% | +22.2% |
| YTD | +69.8% | -19.8% | +89.6% | +81.2% |
| 1Y | +162.9% | -34.3% | +197.2% | +218.6% |
| 3Y | +95.9% | -8.2% | +104.2% | +74.9% |
| 5Y | +244.5% | -25.4% | +269.9% | +257.9% |
| All | +658.6% | +38.8% | +619.8% | +473.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling