-26.3%
TLT vs ONTO
+449.2%
-475.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.0% | -11.9% | +0.1% |
| 7D | +0.3% | +1.4% | -1.1% | +0.3% |
| 30D | +5.1% | -34.1% | +39.2% | +4.9% |
| 3M | -0.2% | -37.1% | +36.9% | -0.4% |
| 6M | -2.9% | -31.8% | +28.9% | -3.1% |
| YTD | -2.7% | +22.9% | -25.6% | -2.1% |
| 1Y | -4.6% | +39.5% | -44.1% | -3.9% |
| 3Y | +6.1% | +57.7% | -51.6% | +7.7% |
| 5Y | -35.1% | +115.8% | -151.0% | -33.4% |
| All | -26.3% | +449.2% | -475.5% | -20.6% |
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