-3.3%
ONDS vs TXG
-64.0%
+60.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | 0.0% |
| 7D | -5.0% | +5.0% | -10.0% | -7.0% |
| 30D | -25.6% | +13.5% | -39.1% | -29.7% |
| 3M | -22.1% | +128.0% | -150.2% | -45.7% |
| 6M | -27.6% | +224.4% | -252.0% | -57.0% |
| YTD | -25.7% | +307.0% | -332.7% | -60.0% |
| 1Y | +30.4% | +427.2% | -396.8% | -37.8% |
| 3Y | +695.0% | +40.2% | +654.8% | +482.6% |
| All | -3.3% | -64.0% | +60.7% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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