-22.5%
TNA vs ONTO
+246.7%
-269.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -0.8% |
| 7D | -7.6% | +6.5% | -14.1% | -11.7% |
| 30D | -13.6% | -15.9% | +2.3% | -4.4% |
| 3M | +2.8% | -0.2% | +3.0% | -6.5% |
| 6M | +34.5% | +38.7% | -4.2% | -4.9% |
| YTD | +41.0% | +70.4% | -29.3% | -15.0% |
| 1Y | +52.0% | +153.6% | -101.6% | -32.9% |
| 3Y | +103.5% | +109.2% | -5.7% | -22.9% |
| 5Y | -22.5% | +249.7% | -272.3% | -83.1% |
| All | -22.5% | +246.7% | -269.3% | -83.1% |
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