-6.8%
ONDS vs TTD
-82.1%
+75.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.8% | +1.8% |
| 7D | +8.7% | +20.8% | -12.1% | +3.1% |
| 30D | -14.1% | +33.8% | -47.9% | -21.1% |
| 3M | -41.2% | +17.8% | -59.0% | -44.3% |
| 6M | -39.2% | -25.7% | -13.4% | -35.9% |
| YTD | -41.3% | -57.9% | +16.6% | -27.7% |
| 1Y | -1.2% | -63.8% | +62.6% | +27.7% |
| 3Y | +847.1% | -75.0% | +922.1% | +1,082.9% |
| 5Y | -44.8% | -82.5% | +37.7% | -31.0% |
| All | -6.8% | -82.1% | +75.3% | +0.8% |
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