+79.7%
TGT vs ONTO
+695.7%
-616.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -5.9% | -1.8% |
| 7D | -0.6% | +9.7% | -10.3% | -2.1% |
| 30D | +9.5% | -8.8% | +18.3% | +10.5% |
| 3M | +32.3% | +4.5% | +27.8% | +27.8% |
| 6M | +37.0% | +56.4% | -19.4% | +21.9% |
| YTD | +71.0% | +78.1% | -7.0% | +47.7% |
| 1Y | +85.0% | +171.3% | -86.2% | +46.3% |
| 3Y | +46.8% | +118.7% | -71.8% | +10.5% |
| 5Y | -22.7% | +269.4% | -292.1% | -50.7% |
| All | +79.7% | +695.7% | -616.0% | -11.3% |
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