+18.5%
ONDS vs TMF
-89.6%
+108.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.7% | -4.3% |
| 7D | -4.2% | -0.9% | -3.3% | -4.2% |
| 30D | -21.7% | -1.0% | -20.7% | -21.7% |
| 3M | -24.5% | -11.3% | -13.2% | -24.5% |
| 6M | -25.0% | -22.7% | -2.3% | -25.4% |
| YTD | -25.3% | -17.3% | -8.0% | -25.5% |
| 1Y | +33.8% | -22.5% | +56.2% | +33.2% |
| 3Y | +699.3% | -43.2% | +742.6% | +682.4% |
| 5Y | -5.2% | -88.3% | +83.1% | -29.7% |
| All | +18.5% | -89.6% | +108.1% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling