+17.6%
ONDS vs TSCO
+34.6%
-17.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.4% |
| 7D | -5.1% | -5.7% | +0.5% | -2.6% |
| 30D | -26.0% | -8.8% | -17.2% | -23.0% |
| 3M | -26.4% | +6.3% | -32.8% | -28.8% |
| 6M | -26.4% | -32.3% | +5.8% | -13.6% |
| YTD | -25.9% | -32.7% | +6.8% | -13.5% |
| 1Y | +12.6% | -43.7% | +56.3% | +43.9% |
| 3Y | +706.9% | -19.7% | +726.6% | +739.4% |
| 5Y | -2.4% | -11.6% | +9.2% | +0.2% |
| All | +17.6% | +34.6% | -17.1% | +54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling