+107.3%
TSCO vs ONTO
+695.7%
-588.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +0.3% |
| 7D | +1.7% | +9.7% | -8.0% | +0.6% |
| 30D | +2.8% | -8.8% | +11.6% | +3.5% |
| 3M | +17.9% | +4.5% | +13.4% | +15.6% |
| 6M | -28.6% | +56.4% | -85.0% | -34.0% |
| YTD | -28.0% | +78.1% | -106.1% | -35.0% |
| 1Y | -39.9% | +171.3% | -211.1% | -49.0% |
| 3Y | -14.0% | +118.7% | -132.7% | -29.9% |
| 5Y | -2.9% | +269.4% | -272.3% | -31.2% |
| All | +107.3% | +695.7% | -588.4% | +20.2% |
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