+12.1%
ONDS vs TSLL
-58.7%
+70.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +8.6% | +9.4% | +15.7% |
| 7D | -15.6% | -21.2% | +5.6% | -10.0% |
| 30D | -25.8% | -13.3% | -12.5% | -22.9% |
| 3M | -39.0% | +15.4% | -54.3% | -41.8% |
| 6M | -42.9% | -34.2% | -8.6% | -38.7% |
| YTD | -45.3% | -52.9% | +7.6% | -37.2% |
| 1Y | +1.6% | -54.3% | +56.0% | +16.0% |
| 3Y | +834.3% | -18.4% | +852.7% | +592.8% |
| All | +12.1% | -58.7% | +70.8% | -10.4% |
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