+0.4%
ONDS vs TOST
-49.0%
+49.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.7% |
| 7D | +8.2% | -0.9% | +9.1% | +8.6% |
| 30D | -16.4% | -3.5% | -12.9% | -15.5% |
| 3M | -26.0% | +38.1% | -64.2% | -35.5% |
| 6M | -22.5% | +9.9% | -32.4% | -26.6% |
| YTD | -21.9% | -6.3% | -15.7% | -22.4% |
| 1Y | +25.7% | -18.3% | +44.0% | +31.3% |
| 3Y | +735.5% | +59.7% | +675.8% | +539.2% |
| All | +0.4% | -49.0% | +49.4% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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