+17.9%
ONDS vs TCOM
+10.7%
+7.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.1% |
| 7D | -5.0% | -6.5% | +1.5% | -2.7% |
| 30D | -25.6% | -16.2% | -9.3% | -21.0% |
| 3M | -22.1% | -19.3% | -2.8% | -17.0% |
| 6M | -27.6% | -27.2% | -0.3% | -19.8% |
| YTD | -25.7% | -46.2% | +20.5% | -9.2% |
| 1Y | +30.4% | -46.6% | +77.0% | +60.4% |
| 3Y | +695.0% | +8.4% | +686.6% | +609.2% |
| 5Y | -2.2% | +25.8% | -28.0% | -20.9% |
| All | +17.9% | +10.7% | +7.2% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling