+17.6%
ONDS vs TJX
+107.4%
-89.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -5.1% | -4.6% | -0.5% | -2.4% |
| 30D | -26.0% | -17.2% | -8.8% | -17.3% |
| 3M | -26.4% | -24.9% | -1.5% | -13.4% |
| 6M | -26.4% | -19.7% | -6.8% | -18.5% |
| YTD | -25.9% | -17.2% | -8.7% | -19.8% |
| 1Y | +12.6% | -9.4% | +22.0% | +11.9% |
| 3Y | +706.9% | +43.1% | +663.8% | +464.6% |
| 5Y | -2.4% | +96.7% | -99.1% | -45.9% |
| All | +17.6% | +107.4% | -89.9% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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