-25.8%
TE vs ONTO
+46.1%
-71.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -8.7% | +5.1% | +3.0% |
| 7D | +3.8% | -17.4% | +21.2% | +19.4% |
| 30D | -26.2% | -43.2% | +17.0% | +12.0% |
| 3M | -49.7% | -35.7% | -14.0% | -33.3% |
| 6M | -46.5% | -38.3% | -8.2% | -27.0% |
| YTD | -59.1% | +17.1% | -76.2% | -70.0% |
| 1Y | -25.8% | +43.1% | -69.0% | -58.8% |
| All | -25.8% | +46.1% | -71.9% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 1y: compounded portfolio wealth divided by compounded ONTO 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…
1y analysis · Full analysis span regression · 6 months rolling