+12.9%
ONDS vs TSLQ
-49.1%
+62.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | 0.0% |
| 7D | -5.0% | +5.7% | -10.7% | -3.5% |
| 30D | -25.6% | -21.1% | -4.5% | -28.9% |
| 3M | -22.1% | -11.5% | -10.6% | -20.9% |
| 6M | -27.6% | -14.9% | -12.7% | -24.8% |
| YTD | -25.7% | +2.4% | -28.1% | -21.5% |
| All | +12.9% | -49.1% | +62.0% | +42.6% |
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