-1.2%
ONDS vs TSLL
-44.0%
+42.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.8% | -2.9% | +0.8% |
| 7D | +8.7% | +0.5% | +8.2% | +8.3% |
| 30D | -14.1% | +2.7% | -16.8% | -15.1% |
| 3M | -41.2% | +26.3% | -67.4% | -46.4% |
| 6M | -39.2% | -37.2% | -2.0% | -33.2% |
| YTD | -41.3% | -44.2% | +2.9% | -36.6% |
| 1Y | -1.2% | -44.0% | +42.8% | +8.2% |
| All | -1.2% | -44.0% | +42.8% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling