+695.1%
ONDS vs TSLL
-1.1%
+696.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.7% | -2.1% |
| 7D | -3.3% | +17.8% | -21.1% | -7.0% |
| 30D | -16.0% | +8.2% | -24.2% | -17.5% |
| 3M | -42.1% | +20.9% | -63.0% | -45.0% |
| 6M | -41.8% | -37.5% | -4.3% | -37.3% |
| YTD | -47.1% | -44.5% | -2.6% | -42.5% |
| 1Y | -21.3% | -33.0% | +11.6% | -17.9% |
| 3Y | +695.1% | -6.4% | +701.4% | +687.0% |
| All | +695.1% | -1.1% | +696.2% | +687.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling