+17.6%
ONDS vs TDG
+128.3%
-110.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -1.0% |
| 7D | -5.1% | -1.9% | -3.2% | -4.1% |
| 30D | -26.0% | -7.7% | -18.3% | -22.5% |
| 3M | -26.4% | -9.3% | -17.1% | -22.4% |
| 6M | -26.4% | -9.4% | -17.1% | -23.2% |
| YTD | -25.9% | -14.3% | -11.7% | -20.9% |
| 1Y | +12.6% | -11.8% | +24.4% | +18.8% |
| 3Y | +706.9% | +52.0% | +654.9% | +448.2% |
| 5Y | -2.4% | +128.8% | -131.3% | -50.2% |
| All | +17.6% | +128.3% | -110.7% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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