+30.4%
ONDS vs TFC
+16.0%
+14.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | -5.0% | -2.5% | -2.5% | -3.4% |
| 30D | -25.6% | -2.8% | -22.7% | -24.2% |
| 3M | -22.1% | +2.1% | -24.3% | -24.3% |
| 6M | -27.6% | +10.1% | -37.7% | -35.0% |
| YTD | -25.7% | +5.4% | -31.2% | -32.9% |
| 1Y | +30.4% | +16.3% | +14.1% | +3.0% |
| All | +30.4% | +16.0% | +14.4% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling