+29.5%
TPR vs ONTO
+36.2%
-6.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.4% |
| 7D | +12.1% | -2.4% | +14.5% | +12.2% |
| 30D | +16.7% | -32.9% | +49.6% | +20.3% |
| 3M | -17.4% | -32.2% | +14.8% | -15.5% |
| 6M | +2.3% | -30.6% | +32.9% | +1.0% |
| YTD | +7.1% | +25.1% | -18.0% | -8.2% |
| 1Y | +29.5% | +40.0% | -10.5% | +5.4% |
| All | +29.5% | +36.2% | -6.7% | +5.4% |
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