+489.0%
ONDS vs TLN
+710.8%
-221.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -1.8% |
| 7D | -3.3% | +11.0% | -14.3% | -7.5% |
| 30D | -16.0% | +4.9% | -20.9% | -17.3% |
| 3M | -42.1% | +4.9% | -47.0% | -43.6% |
| 6M | -41.8% | +7.1% | -48.9% | -43.9% |
| YTD | -47.1% | +0.3% | -47.4% | -48.7% |
| 1Y | -21.3% | +5.9% | -27.2% | -24.9% |
| 3Y | +695.1% | +578.5% | +116.6% | +382.0% |
| All | +489.0% | +710.8% | -221.8% | +269.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling