-53.4%
TE vs ONTO
+634.0%
-687.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.4% | -3.3% | -5.3% |
| 7D | +0.9% | +6.5% | -5.6% | -1.6% |
| 30D | -16.3% | -15.9% | -0.4% | -10.7% |
| 3M | -40.8% | -0.2% | -40.6% | -40.2% |
| 6M | -42.6% | +38.7% | -81.4% | -48.9% |
| YTD | -31.4% | +70.4% | -101.8% | -43.0% |
| 1Y | +144.9% | +153.6% | -8.7% | +76.9% |
| 3Y | -26.0% | +109.2% | -135.2% | -45.3% |
| 5Y | -48.5% | +249.7% | -298.2% | -66.7% |
| All | -53.4% | +634.0% | -687.3% | -70.3% |
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