+507.3%
ONDS vs TLN
+733.8%
-226.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.1% | -9.3% | -8.1% |
| 7D | +17.7% | +22.3% | -4.6% | +8.4% |
| 30D | -20.7% | +1.2% | -21.9% | -20.8% |
| 3M | -45.5% | +5.9% | -51.5% | -47.2% |
| 6M | -41.2% | +3.2% | -44.4% | -42.6% |
| YTD | -45.5% | +3.2% | -48.7% | -47.8% |
| 1Y | -3.4% | +5.2% | -8.7% | -8.0% |
| 3Y | +779.3% | +606.3% | +173.1% | +422.7% |
| All | +507.3% | +733.8% | -226.5% | +275.9% |
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