-24.5%
ONDS vs TOST
-47.7%
+23.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.3% |
| 7D | +8.7% | -3.6% | +12.3% | +10.2% |
| 30D | -14.1% | +8.9% | -23.0% | -17.4% |
| 3M | -41.2% | -2.2% | -38.9% | -41.4% |
| 6M | -39.2% | +41.0% | -80.1% | -47.5% |
| YTD | -41.3% | -4.0% | -37.3% | -42.7% |
| 1Y | -1.2% | -9.6% | +8.4% | -1.9% |
| 3Y | +847.1% | +141.7% | +705.4% | +506.4% |
| 5Y | -44.8% | -29.5% | -15.3% | -63.8% |
| All | -24.5% | -47.7% | +23.2% | -54.7% |
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