+758.2%
TSM vs ONTO
+449.2%
+308.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.0% | -8.5% | -1.7% |
| 7D | -2.5% | +1.4% | -3.9% | -3.7% |
| 30D | -14.3% | -34.1% | +19.8% | +1.4% |
| 3M | -7.2% | -37.1% | +29.8% | +10.3% |
| 6M | -5.1% | -31.8% | +26.7% | +5.3% |
| YTD | +28.9% | +22.9% | +6.0% | +8.0% |
| 1Y | +37.1% | +39.5% | -2.4% | +8.3% |
| 3Y | +341.5% | +57.7% | +283.8% | +197.3% |
| 5Y | +245.7% | +115.8% | +129.9% | +87.6% |
| All | +758.2% | +449.2% | +308.9% | +178.8% |
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