+229.0%
TRV vs ONTO
+658.6%
-429.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.5% | -1.9% |
| 7D | -0.1% | -1.0% | +0.9% | -0.1% |
| 30D | -3.4% | -2.9% | -0.5% | -3.6% |
| 3M | +26.4% | -2.5% | +28.9% | +24.5% |
| 6M | +19.3% | +28.2% | -8.9% | +12.8% |
| YTD | +28.3% | +69.8% | -41.4% | +16.6% |
| 1Y | +34.3% | +162.9% | -128.6% | +14.1% |
| 3Y | +140.1% | +95.9% | +44.2% | +95.6% |
| 5Y | +155.7% | +244.5% | -88.8% | +68.4% |
| All | +229.0% | +658.6% | -429.6% | +31.3% |
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