+23.9%
ONDS vs TTD
-83.8%
+107.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.2% | +1.1% |
| 7D | -3.5% | +6.3% | -9.9% | -5.2% |
| 30D | -14.1% | -23.9% | +9.8% | -8.6% |
| 3M | -36.3% | -31.4% | -5.0% | -30.6% |
| 6M | -27.5% | -42.7% | +15.2% | -18.6% |
| YTD | -21.9% | -62.0% | +40.1% | -0.5% |
| 1Y | +43.0% | -72.2% | +115.2% | +100.6% |
| 3Y | +697.1% | -81.9% | +779.0% | +1,006.3% |
| 5Y | -1.2% | -81.5% | +80.4% | +23.1% |
| All | +23.9% | -83.8% | +107.7% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling