-45.3%
TE vs ONTO
+52.3%
-97.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.2% | -1.0% |
| 7D | -19.1% | +17.5% | -36.6% | -28.9% |
| 30D | -34.1% | -15.7% | -18.5% | -26.6% |
| 3M | -60.1% | -39.7% | -20.4% | -44.0% |
| 6M | -66.0% | -26.5% | -39.5% | -59.4% |
| YTD | -71.4% | +29.0% | -100.4% | -79.5% |
| 1Y | -45.3% | +57.0% | -102.2% | -67.7% |
| All | -45.3% | +52.3% | -97.5% | -67.7% |
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