-13.5%
ONDS vs TMF
-90.3%
+76.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.4% | -2.7% | -7.2% |
| 7D | +17.7% | -8.2% | +25.9% | +17.6% |
| 30D | -20.7% | +5.3% | -26.1% | -20.7% |
| 3M | -45.5% | -8.5% | -37.1% | -45.6% |
| 6M | -41.2% | -17.2% | -24.0% | -41.2% |
| YTD | -45.5% | -23.4% | -22.1% | -45.7% |
| 1Y | -3.4% | -30.2% | +26.8% | -3.9% |
| 3Y | +779.3% | -32.9% | +812.3% | +778.2% |
| 5Y | -48.5% | -88.5% | +40.1% | -61.8% |
| All | -13.5% | -90.3% | +76.8% | -24.7% |
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