-33.3%
TLT vs ONTO
+243.6%
-276.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.2% | -6.0% | +0.1% |
| 7D | -0.4% | -1.0% | +0.6% | -0.4% |
| 30D | -0.6% | -2.9% | +2.3% | -0.6% |
| 3M | -2.7% | -2.5% | -0.3% | -2.8% |
| 6M | -5.6% | +28.2% | -33.8% | -5.9% |
| YTD | -2.8% | +69.8% | -72.6% | -3.2% |
| 1Y | -1.4% | +162.9% | -164.3% | -2.1% |
| 3Y | -1.6% | +95.9% | -97.5% | -2.8% |
| All | -33.3% | +243.6% | -276.9% | -34.1% |
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