+105.7%
TMO vs ONTO
+688.0%
-582.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -0.5% | +9.4% | -9.8% | -1.9% |
| 30D | +1.0% | -4.4% | +5.4% | +1.2% |
| 3M | +22.7% | +1.6% | +21.1% | +19.4% |
| 6M | +19.0% | +45.3% | -26.3% | +7.6% |
| YTD | +4.7% | +76.4% | -71.6% | -9.0% |
| 1Y | +26.0% | +167.2% | -141.1% | +0.7% |
| 3Y | +18.0% | +116.6% | -98.6% | -9.5% |
| 5Y | +8.0% | +263.7% | -255.7% | -28.8% |
| All | +105.7% | +688.0% | -582.3% | +11.8% |
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 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