-16.1%
ONDS vs TXT
+77.3%
-93.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.4% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -16.0% | +13.3% | -29.3% | -24.9% |
| 3M | -42.1% | -5.0% | -37.1% | -40.4% |
| 6M | -41.8% | -8.4% | -33.3% | -38.3% |
| YTD | -47.1% | -4.0% | -43.2% | -47.2% |
| 1Y | -21.3% | +2.8% | -24.1% | -25.8% |
| 3Y | +695.1% | +10.3% | +684.8% | +604.0% |
| 5Y | -50.0% | +9.2% | -59.2% | -55.9% |
| All | -16.1% | +77.3% | -93.4% | -47.4% |
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