-9.4%
ONDS vs TMF
-89.9%
+80.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.9% | -2.8% | -6.7% |
| 7D | -3.8% | -1.1% | -2.7% | -3.8% |
| 30D | -17.2% | +11.8% | -29.0% | -17.2% |
| 3M | -40.2% | -4.0% | -36.1% | -40.2% |
| 6M | -38.5% | -16.5% | -22.0% | -38.6% |
| YTD | -42.9% | -19.9% | -23.0% | -43.1% |
| 1Y | -5.3% | -25.6% | +20.3% | -5.7% |
| 3Y | +820.7% | -29.9% | +850.5% | +819.8% |
| 5Y | -41.6% | -88.2% | +46.6% | -56.9% |
| All | -9.4% | -89.9% | +80.5% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling