+17.9%
ONDS vs TSEM
+706.8%
-688.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +1.4% |
| 7D | -5.0% | +0.9% | -5.9% | -5.7% |
| 30D | -25.6% | -16.6% | -8.9% | -18.8% |
| 3M | -22.1% | -10.9% | -11.2% | -20.5% |
| 6M | -27.6% | +78.0% | -105.6% | -51.3% |
| YTD | -25.7% | +77.2% | -102.9% | -50.4% |
| 1Y | +30.4% | +207.6% | -177.2% | -37.7% |
| 3Y | +695.0% | +637.8% | +57.1% | +122.0% |
| 5Y | -2.2% | +617.0% | -619.1% | -74.2% |
| All | +17.9% | +706.8% | -688.9% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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