-11.6%
ONDS vs TLN
-17.6%
+6.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -8.5% | -0.4% | -4.8% |
| 7D | -23.2% | -6.0% | -17.1% | -20.7% |
| 30D | -29.0% | -1.5% | -27.4% | -28.6% |
| 3M | -40.5% | -3.9% | -36.6% | -40.0% |
| 6M | -45.8% | -15.0% | -30.8% | -42.5% |
| YTD | -46.0% | -12.8% | -33.2% | -44.6% |
| 1Y | -11.6% | -17.3% | +5.7% | -1.2% |
| All | -11.6% | -17.6% | +6.0% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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