-25.6%
TGT vs ONTO
+246.7%
-272.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.7% |
| 7D | -5.0% | +6.5% | -11.6% | -5.9% |
| 30D | +3.0% | -15.9% | +19.0% | +5.1% |
| 3M | +22.6% | -0.2% | +22.8% | +19.4% |
| 6M | +31.2% | +38.7% | -7.5% | +19.6% |
| YTD | +63.7% | +70.4% | -6.7% | +43.0% |
| 1Y | +78.5% | +153.6% | -75.1% | +43.7% |
| 3Y | +40.5% | +109.2% | -68.7% | +5.1% |
| 5Y | -25.6% | +249.7% | -275.3% | -54.5% |
| All | -25.6% | +246.7% | -272.3% | -54.5% |
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