-19.1%
TE vs ONTO
+113.5%
-132.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.5% |
| 7D | +15.0% | +9.4% | +5.6% | +9.7% |
| 30D | -7.5% | -4.4% | -3.1% | -6.6% |
| 3M | -42.0% | +1.6% | -43.6% | -42.4% |
| 6M | -31.4% | +45.3% | -76.7% | -42.8% |
| YTD | -26.5% | +76.4% | -102.9% | -43.6% |
| 1Y | +153.1% | +167.2% | -14.1% | +61.1% |
| All | -19.1% | +113.5% | -132.6% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling