+24.5%
TMO vs ONTO
+162.0%
-137.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.5% | +1.0% |
| 7D | -0.6% | +4.9% | -5.6% | -0.8% |
| 30D | +1.1% | -16.6% | +17.8% | +1.7% |
| 3M | +28.3% | -7.3% | +35.7% | +27.3% |
| 6M | +23.3% | +45.9% | -22.7% | +14.8% |
| YTD | +5.5% | +78.2% | -72.7% | -4.7% |
| 1Y | +24.5% | +159.8% | -135.3% | +4.8% |
| All | +24.5% | +162.0% | -137.4% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling