-80.5%
TE vs ONTO
+455.7%
-536.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.2% | -1.8% |
| 7D | -19.1% | +17.5% | -36.6% | -25.0% |
| 30D | -34.1% | -15.7% | -18.5% | -29.6% |
| 3M | -60.1% | -39.7% | -20.4% | -51.3% |
| 6M | -66.0% | -26.5% | -39.5% | -61.0% |
| YTD | -71.4% | +29.0% | -100.4% | -73.4% |
| 1Y | -45.3% | +57.0% | -102.2% | -52.3% |
| 3Y | +9.1% | +50.0% | -40.9% | -7.6% |
| 5Y | -82.6% | +127.3% | -209.8% | -87.3% |
| All | -80.5% | +455.7% | -536.3% | -86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling