-11.6%
ONDS vs TSLQ
-17.8%
+6.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +6.4% | -15.4% | -7.0% |
| 7D | -23.2% | +9.8% | -33.0% | -20.8% |
| 30D | -29.0% | -6.0% | -22.9% | -29.4% |
| 3M | -40.5% | -35.0% | -5.5% | -46.3% |
| 6M | -45.8% | -24.9% | -20.9% | -44.9% |
| YTD | -46.0% | -12.7% | -33.3% | -42.5% |
| 1Y | -11.6% | -21.0% | +9.4% | -4.7% |
| All | -11.6% | -17.8% | +6.2% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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