+127.9%
TT vs ONTO
+84.2%
+43.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.1% | -8.7% | 0.0% |
| 7D | -2.0% | -14.0% | +12.0% | +0.8% |
| 30D | -14.0% | -43.1% | +29.1% | -3.7% |
| 3M | -15.9% | -35.5% | +19.6% | -9.2% |
| 6M | -17.3% | -41.1% | +23.8% | -10.6% |
| YTD | +4.0% | +9.8% | -5.8% | -2.8% |
| 1Y | -7.1% | +31.5% | -38.6% | -16.7% |
| 3Y | +90.2% | +45.2% | +45.1% | +53.1% |
| All | +127.9% | +84.2% | +43.7% | +57.0% |
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