-3.3%
ONDS vs TSCO
-10.5%
+7.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.2% |
| 7D | -5.0% | -3.1% | -1.9% | -3.4% |
| 30D | -25.6% | -4.4% | -21.2% | -24.0% |
| 3M | -22.1% | +9.7% | -31.8% | -26.2% |
| 6M | -27.6% | -32.4% | +4.8% | -12.7% |
| YTD | -25.7% | -31.7% | +5.9% | -12.0% |
| 1Y | +30.4% | -41.3% | +71.7% | +69.2% |
| 3Y | +695.0% | -18.3% | +713.3% | +706.8% |
| All | -3.3% | -10.5% | +7.1% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling