-21.3%
ONDS vs TOST
-46.7%
+25.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.3% | +11.6% | +11.8% |
| 7D | +3.8% | +4.0% | -0.2% | +2.0% |
| 30D | -11.3% | +11.1% | -22.3% | -15.3% |
| 3M | -34.5% | +0.8% | -35.3% | -35.5% |
| 6M | -34.1% | +38.8% | -72.9% | -42.9% |
| YTD | -38.8% | -2.1% | -36.7% | -40.7% |
| 1Y | +2.8% | -6.0% | +8.8% | +0.5% |
| 3Y | +1,111.0% | +149.8% | +961.2% | +666.2% |
| 5Y | -33.7% | -42.8% | +9.1% | -59.2% |
| All | -21.3% | -46.7% | +25.4% | -53.1% |
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