-44.5%
TOST vs ONTO
+130.2%
-174.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.1% | -12.5% | -4.0% |
| 7D | +9.4% | -14.0% | +23.5% | +12.4% |
| 30D | +13.5% | -43.1% | +56.6% | +28.3% |
| 3M | -0.1% | -35.5% | +35.4% | +6.9% |
| 6M | +22.5% | -41.1% | +63.5% | +28.3% |
| YTD | -2.4% | +9.8% | -12.1% | -20.0% |
| 1Y | -4.7% | +31.5% | -36.2% | -27.3% |
| 3Y | +103.2% | +45.2% | +58.1% | +14.5% |
| 5Y | -41.2% | +86.7% | -127.9% | -74.8% |
| All | -44.5% | +130.2% | -174.7% | -78.2% |
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