+60.1%
ONDS vs TSLL
-57.4%
+117.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -11.8% | +11.7% | +2.9% |
| 7D | -3.5% | +1.9% | -5.4% | -4.6% |
| 30D | -14.1% | +17.8% | -31.9% | -18.4% |
| 3M | -36.3% | -37.0% | +0.7% | -30.5% |
| 6M | -27.5% | -37.7% | +10.2% | -21.5% |
| YTD | -21.9% | -51.4% | +29.4% | -10.8% |
| 1Y | +43.0% | -23.4% | +66.3% | +39.9% |
| 3Y | +697.1% | -30.8% | +727.9% | +522.3% |
| All | +60.1% | -57.4% | +117.5% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling