+273.1%
TSM vs ONTO
+243.6%
+29.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.2% | -3.3% | +0.2% |
| 7D | +2.7% | -1.0% | +3.8% | +3.1% |
| 30D | +3.6% | -2.9% | +6.5% | +3.3% |
| 3M | -3.4% | -2.5% | -0.9% | -6.0% |
| 6M | +20.6% | +28.2% | -7.6% | +2.2% |
| YTD | +41.9% | +69.8% | -27.9% | +5.8% |
| 1Y | +84.4% | +162.9% | -78.5% | +12.1% |
| 3Y | +380.2% | +95.9% | +284.3% | +201.9% |
| All | +273.1% | +243.6% | +29.5% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling