+25.4%
TFC vs ONTO
+390.5%
-365.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.1% | -12.0% | -3.4% |
| 7D | +1.2% | -14.0% | +15.2% | +3.9% |
| 30D | +8.3% | -43.1% | +51.4% | +21.6% |
| 3M | -5.2% | -35.5% | +30.3% | +1.8% |
| 6M | -0.8% | -41.1% | +40.3% | +5.3% |
| YTD | +3.4% | +9.8% | -6.3% | -9.3% |
| 1Y | +17.0% | +31.5% | -14.5% | -3.0% |
| 3Y | +86.2% | +45.2% | +41.0% | +28.5% |
| 5Y | -2.3% | +86.7% | -89.0% | -43.3% |
| All | +25.4% | +390.5% | -365.0% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling