+79.6%
TSM vs ONTO
+167.3%
-87.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.5% | +0.5% |
| 7D | +6.0% | +9.7% | -3.6% | +2.3% |
| 30D | +4.5% | -8.8% | +13.3% | +7.5% |
| 3M | +3.1% | +4.5% | -1.4% | -2.2% |
| 6M | +30.2% | +56.4% | -26.2% | +1.0% |
| YTD | +45.2% | +78.1% | -32.9% | +6.0% |
| 1Y | +79.6% | +171.3% | -91.7% | +11.9% |
| All | +79.6% | +167.3% | -87.7% | +11.9% |
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