-11.6%
ONDS vs TSCO
-28.6%
+17.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +4.2% | -13.2% | -9.2% |
| 7D | -23.2% | +15.7% | -38.9% | -24.3% |
| 30D | -29.0% | +16.4% | -45.4% | -30.2% |
| 3M | -40.5% | +11.2% | -51.7% | -41.1% |
| 6M | -45.8% | +14.9% | -60.8% | -46.9% |
| YTD | -46.0% | -25.4% | -20.6% | -46.8% |
| 1Y | -11.6% | -29.4% | +17.8% | -11.8% |
| All | -11.6% | -28.6% | +17.1% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 1y: compounded portfolio wealth divided by compounded TSCO 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…
1y analysis · Full analysis span regression · 6 months rolling