+17.6%
ONDS vs TXT
+71.6%
-54.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -2.2% |
| 7D | -5.1% | +2.5% | -7.6% | -7.1% |
| 30D | -26.0% | -8.9% | -17.1% | -20.1% |
| 3M | -26.4% | -13.6% | -12.9% | -17.0% |
| 6M | -26.4% | -13.1% | -13.4% | -18.0% |
| YTD | -25.9% | -7.0% | -18.9% | -23.0% |
| 1Y | +12.6% | -1.4% | +14.0% | +11.8% |
| 3Y | +706.9% | +7.0% | +700.0% | +648.6% |
| 5Y | -2.4% | +15.4% | -17.8% | -15.0% |
| All | +17.6% | +71.6% | -54.1% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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