+23.9%
ONDS vs TFC
+41.3%
-17.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -3.5% | +2.4% | -6.0% | -5.2% |
| 30D | -14.1% | -1.3% | -12.8% | -13.2% |
| 3M | -36.3% | +6.1% | -42.4% | -39.9% |
| 6M | -27.5% | +7.3% | -34.8% | -32.2% |
| YTD | -21.9% | +8.2% | -30.1% | -27.9% |
| 1Y | +43.0% | +14.4% | +28.5% | +26.8% |
| 3Y | +697.1% | +93.7% | +603.4% | +381.1% |
| 5Y | -1.2% | +16.4% | -17.6% | -21.2% |
| All | +23.9% | +41.3% | -17.4% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling