+36.0%
TSM vs ONTO
+46.1%
-10.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.7% | +6.4% | +1.0% |
| 7D | -10.0% | -17.4% | +7.4% | -3.5% |
| 30D | -18.5% | -43.2% | +24.7% | -0.1% |
| 3M | -4.9% | -35.7% | +30.9% | +9.6% |
| 6M | -1.0% | -38.3% | +37.3% | +13.3% |
| YTD | +31.3% | +17.1% | +14.2% | +12.3% |
| 1Y | +36.0% | +43.1% | -7.1% | +9.4% |
| All | +36.0% | +46.1% | -10.1% | +9.4% |
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