+17.6%
ONDS vs TNA
+21.3%
-3.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | -5.1% | -7.3% | +2.2% | -0.6% |
| 30D | -26.0% | -14.2% | -11.8% | -18.2% |
| 3M | -26.4% | -4.6% | -21.9% | -23.5% |
| 6M | -26.4% | +36.9% | -63.4% | -38.6% |
| YTD | -25.9% | +42.5% | -68.5% | -39.1% |
| 1Y | +12.6% | +45.8% | -33.2% | -7.1% |
| 3Y | +706.9% | +104.7% | +602.3% | +402.1% |
| 5Y | -2.4% | -21.7% | +19.3% | -9.6% |
| All | +17.6% | +21.3% | -3.7% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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