+732.2%
ONDS vs TLN
+589.3%
+142.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.5% | -3.6% |
| 7D | -4.2% | +5.8% | -10.0% | -6.5% |
| 30D | -21.7% | -6.9% | -14.8% | -19.5% |
| 3M | -24.5% | -10.9% | -13.6% | -21.4% |
| 6M | -25.0% | -4.6% | -20.4% | -24.4% |
| YTD | -25.3% | -14.7% | -10.6% | -22.3% |
| 1Y | +33.8% | -17.9% | +51.7% | +43.4% |
| 3Y | +699.3% | +483.9% | +215.5% | +419.8% |
| All | +732.2% | +589.3% | +142.9% | +459.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling