+17.6%
ONDS vs TMUS
+45.7%
-28.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.8% |
| 7D | -5.1% | +0.4% | -5.6% | -5.2% |
| 30D | -26.0% | +3.5% | -29.5% | -26.5% |
| 3M | -26.4% | -1.3% | -25.1% | -26.7% |
| 6M | -26.4% | -13.6% | -12.8% | -24.3% |
| YTD | -25.9% | -8.8% | -17.2% | -25.8% |
| 1Y | +12.6% | -22.9% | +35.5% | +20.8% |
| 3Y | +706.9% | +36.7% | +670.2% | +517.6% |
| 5Y | -2.4% | +46.6% | -49.0% | -31.7% |
| All | +17.6% | +45.7% | -28.1% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded TMUS 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling