-26.6%
ONDS vs TOST
-47.1%
+20.5%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.4% |
| 7D | -3.8% | +3.0% | -6.8% | -5.1% |
| 30D | -17.2% | +10.3% | -27.5% | -20.8% |
| 3M | -40.2% | -3.3% | -36.9% | -40.2% |
| 6M | -38.5% | +37.8% | -76.3% | -46.5% |
| YTD | -42.9% | -2.8% | -40.1% | -44.5% |
| 1Y | -5.3% | -9.6% | +4.3% | -5.9% |
| 3Y | +820.7% | +144.6% | +676.0% | +486.9% |
| 5Y | -41.6% | -31.0% | -10.6% | -62.2% |
| All | -26.6% | -47.1% | +20.5% | -56.1% |
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