+496.8%
TPR vs ONTO
+390.5%
+106.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.1% | -12.1% | -4.3% |
| 7D | +14.2% | -14.0% | +28.2% | +17.9% |
| 30D | +17.1% | -43.1% | +60.2% | +36.3% |
| 3M | -17.7% | -35.5% | +17.8% | -10.4% |
| 6M | -10.2% | -41.1% | +30.9% | -3.5% |
| YTD | +4.9% | +9.8% | -4.9% | -12.5% |
| 1Y | +36.1% | +31.5% | +4.6% | +5.6% |
| 3Y | +416.5% | +45.2% | +371.3% | +216.6% |
| 5Y | +254.8% | +86.7% | +168.1% | +74.1% |
| All | +496.8% | +390.5% | +106.4% | +48.3% |
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