-45.4%
TE vs ONTO
+268.0%
-313.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.5% |
| 7D | +15.0% | +9.4% | +5.6% | +9.8% |
| 30D | -7.5% | -4.4% | -3.1% | -6.5% |
| 3M | -42.0% | +1.6% | -43.6% | -42.4% |
| 6M | -31.4% | +45.3% | -76.7% | -43.3% |
| YTD | -26.5% | +76.4% | -102.9% | -44.3% |
| 1Y | +153.1% | +167.2% | -14.1% | +56.5% |
| 3Y | -20.7% | +116.6% | -137.2% | -51.8% |
| 5Y | -45.4% | +263.7% | -309.2% | -74.8% |
| All | -45.4% | +268.0% | -313.4% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling