+59.3%
ONDS vs TSLQ
-97.2%
+156.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | +0.1% |
| 7D | -5.0% | +5.7% | -10.7% | -3.3% |
| 30D | -25.6% | -21.1% | -4.5% | -29.5% |
| 3M | -22.1% | -11.5% | -10.6% | -20.5% |
| 6M | -27.6% | -14.9% | -12.7% | -23.7% |
| YTD | -25.7% | +2.4% | -28.1% | -16.2% |
| 1Y | +30.4% | -49.8% | +80.2% | +24.5% |
| 3Y | +695.0% | -95.8% | +790.8% | +502.8% |
| All | +59.3% | -97.2% | +156.5% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling