-5.2%
ONDS vs TXT
+13.4%
-18.6%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.8% | -4.7% |
| 7D | -4.2% | +0.8% | -5.0% | -4.9% |
| 30D | -21.7% | -10.4% | -11.3% | -13.9% |
| 3M | -24.5% | -14.3% | -10.1% | -13.5% |
| 6M | -25.0% | -15.1% | -9.9% | -14.3% |
| YTD | -25.3% | -8.3% | -17.0% | -21.4% |
| 1Y | +33.8% | -0.7% | +34.5% | +31.7% |
| 3Y | +699.3% | +6.0% | +693.4% | +638.5% |
| 5Y | -5.2% | +12.5% | -17.7% | -15.3% |
| All | -5.2% | +13.4% | -18.6% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling