-28.1%
TGT vs ONTO
+124.4%
-152.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.7% |
| 7D | +2.6% | +17.5% | -14.9% | +0.5% |
| 30D | +4.7% | -15.7% | +20.3% | +6.2% |
| 3M | +4.6% | -39.7% | +44.3% | +10.2% |
| 6M | +34.9% | -26.5% | +61.3% | +34.7% |
| YTD | +70.9% | +29.0% | +41.9% | +52.7% |
| 1Y | +84.4% | +57.0% | +27.4% | +58.4% |
| 3Y | +69.1% | +50.0% | +19.1% | +31.1% |
| All | -28.1% | +124.4% | -152.5% | -55.7% |
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