-16.1%
ONDS vs TTD
-82.4%
+66.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.4% |
| 7D | -3.3% | +21.3% | -24.5% | -8.5% |
| 30D | -16.0% | +28.7% | -44.7% | -21.9% |
| 3M | -42.1% | +7.7% | -49.8% | -43.6% |
| 6M | -41.8% | -23.5% | -18.3% | -39.2% |
| YTD | -47.1% | -58.7% | +11.6% | -34.5% |
| 1Y | -21.3% | -63.4% | +42.1% | +1.4% |
| 3Y | +695.1% | -75.3% | +770.4% | +895.8% |
| 5Y | -50.0% | -84.4% | +34.3% | -36.3% |
| All | -16.1% | -82.4% | +66.3% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 10y: compounded portfolio wealth divided by compounded TTD 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…
10y analysis · Full analysis span regression · 6 months rolling