-44.5%
TOST vs ONTO
+170.4%
-215.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.3% | +4.1% |
| 7D | 0.0% | +17.5% | -17.5% | -4.0% |
| 30D | +16.2% | -15.7% | +31.8% | +19.0% |
| 3M | -1.5% | -39.7% | +38.2% | +8.5% |
| 6M | +55.3% | -26.5% | +81.8% | +53.8% |
| YTD | -2.3% | +29.0% | -31.3% | -23.2% |
| 1Y | -5.5% | +57.0% | -62.5% | -31.2% |
| 3Y | +151.1% | +50.0% | +101.1% | +47.7% |
| 5Y | -27.9% | +127.3% | -155.2% | -70.8% |
| All | -44.5% | +170.4% | -215.0% | -79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling