-48.5%
ONDS vs TXT
+10.3%
-58.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.9% | -5.3% | -5.6% |
| 7D | +17.7% | -1.1% | +18.8% | +18.6% |
| 30D | -20.7% | +13.3% | -34.0% | -29.6% |
| 3M | -45.5% | -5.1% | -40.4% | -43.7% |
| 6M | -41.2% | -7.1% | -34.0% | -38.2% |
| YTD | -45.5% | -3.2% | -42.3% | -46.1% |
| 1Y | -3.4% | +2.3% | -5.8% | -9.4% |
| 3Y | +779.3% | +11.1% | +768.3% | +655.1% |
| 5Y | -48.5% | +10.0% | -58.5% | -54.6% |
| All | -48.5% | +10.3% | -58.8% | -54.6% |
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