+15.6%
TFC vs ONTO
+258.3%
-242.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.9% | -7.0% | -3.0% |
| 7D | +2.2% | +9.7% | -7.4% | +0.6% |
| 30D | -2.5% | -8.8% | +6.3% | -1.4% |
| 3M | +4.5% | +4.5% | 0.0% | +0.7% |
| 6M | +11.0% | +56.4% | -45.4% | -2.6% |
| YTD | +5.9% | +78.1% | -72.2% | -10.3% |
| 1Y | +14.6% | +171.3% | -156.7% | -12.3% |
| 3Y | +96.7% | +118.7% | -21.9% | +41.3% |
| 5Y | +15.6% | +269.4% | -253.8% | -32.0% |
| All | +15.6% | +258.3% | -242.7% | -32.0% |
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