+341.5%
ONTO vs TYL
+64.1%
+277.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | +1.7% | -17.3% | -16.3% |
| 7D | -29.7% | +15.1% | -44.8% | -34.0% |
| 30D | -50.3% | +30.1% | -80.3% | -56.1% |
| 3M | -43.5% | +40.4% | -83.9% | -52.9% |
| 6M | -48.9% | +31.3% | -80.1% | -58.0% |
| YTD | -1.2% | -5.2% | +4.0% | -3.7% |
| 1Y | +14.9% | -6.6% | +21.5% | +12.6% |
| 3Y | +31.2% | +3.4% | +27.8% | +11.7% |
| 5Y | +68.1% | -19.3% | +87.3% | +71.9% |
| All | +341.5% | +64.1% | +277.4% | +204.9% |
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