+25.4%
ONDS vs TSLL
-54.2%
+79.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +10.9% | +1.0% | +9.0% |
| 7D | +3.8% | -14.3% | +18.1% | +8.5% |
| 30D | -11.3% | -6.2% | -5.1% | -9.7% |
| 3M | -34.5% | +21.2% | -55.7% | -38.3% |
| 6M | -34.1% | -36.6% | +2.5% | -28.5% |
| YTD | -38.8% | -47.8% | +8.9% | -31.5% |
| 1Y | +2.8% | -45.2% | +48.0% | +12.4% |
| 3Y | +1,111.0% | -3.3% | +1,114.2% | +752.3% |
| All | +25.4% | -54.2% | +79.6% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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