+695.1%
ONDS vs TOST
+146.3%
+548.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.5% | -4.0% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | -16.0% | +16.2% | -32.1% | -20.0% |
| 3M | -42.1% | -1.5% | -40.6% | -42.2% |
| 6M | -41.8% | +55.3% | -97.1% | -49.7% |
| YTD | -47.1% | -2.3% | -44.8% | -48.7% |
| 1Y | -21.3% | -5.5% | -15.8% | -23.0% |
| 3Y | +695.1% | +151.1% | +543.9% | +735.0% |
| All | +695.1% | +146.3% | +548.8% | +735.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling