+695.1%
ONDS vs TFC
+97.5%
+597.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -4.0% |
| 7D | -3.3% | +2.3% | -5.5% | -4.8% |
| 30D | -16.0% | +10.8% | -26.8% | -22.9% |
| 3M | -42.1% | -3.8% | -38.3% | -40.5% |
| 6M | -41.8% | +9.6% | -51.3% | -47.2% |
| YTD | -47.1% | +5.8% | -52.9% | -51.1% |
| 1Y | -21.3% | +16.2% | -37.5% | -33.3% |
| 3Y | +695.1% | +96.0% | +599.1% | +373.2% |
| All | +695.1% | +97.5% | +597.5% | +373.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling