+142.0%
TJX vs ONTO
+695.7%
-553.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.9% | -7.3% | -3.1% |
| 7D | -3.3% | +9.7% | -12.9% | -4.6% |
| 30D | -19.9% | -8.8% | -11.0% | -19.1% |
| 3M | -19.0% | +4.5% | -23.6% | -21.7% |
| 6M | -18.6% | +56.4% | -75.0% | -27.3% |
| YTD | -15.3% | +78.1% | -93.4% | -26.8% |
| 1Y | -7.3% | +171.3% | -178.6% | -26.9% |
| 3Y | +46.6% | +118.7% | -72.1% | +7.5% |
| 5Y | +98.5% | +269.4% | -170.9% | +15.7% |
| All | +142.0% | +695.7% | -553.6% | -7.6% |
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