+735.5%
ONDS vs TLN
+494.5%
+241.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.2% |
| 7D | +8.2% | +10.9% | -2.7% | +3.6% |
| 30D | -16.4% | -6.3% | -10.0% | -14.3% |
| 3M | -26.0% | -10.7% | -15.3% | -23.1% |
| 6M | -22.5% | +1.6% | -24.1% | -24.0% |
| YTD | -21.9% | -13.1% | -8.8% | -19.4% |
| 1Y | +25.7% | -15.1% | +40.8% | +33.1% |
| 3Y | +735.5% | +495.0% | +240.5% | +402.5% |
| All | +735.5% | +494.5% | +241.1% | +402.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling