+17.9%
ONDS vs TMUS
+41.6%
-23.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -5.0% | -5.8% | +0.8% | -4.0% |
| 30D | -25.6% | -0.2% | -25.3% | -25.6% |
| 3M | -22.1% | -4.0% | -18.2% | -22.0% |
| 6M | -27.6% | -18.1% | -9.5% | -24.4% |
| YTD | -25.7% | -11.3% | -14.4% | -25.2% |
| 1Y | +30.4% | -24.7% | +55.1% | +40.4% |
| 3Y | +695.0% | +35.4% | +659.6% | +504.9% |
| 5Y | -2.2% | +42.4% | -44.6% | -31.2% |
| All | +17.9% | +41.6% | -23.7% | -15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling