+23.9%
ONDS vs TXT
+67.5%
-43.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.2% |
| 7D | -3.5% | -4.8% | +1.2% | +0.5% |
| 30D | -14.1% | -10.6% | -3.5% | -5.7% |
| 3M | -36.3% | -13.2% | -23.2% | -28.4% |
| 6M | -27.5% | -20.3% | -7.2% | -13.0% |
| YTD | -21.9% | -9.3% | -12.7% | -17.2% |
| 1Y | +43.0% | -2.7% | +45.7% | +44.2% |
| 3Y | +697.1% | +1.4% | +695.7% | +672.8% |
| 5Y | -1.2% | +9.6% | -10.7% | -10.6% |
| All | +23.9% | +67.5% | -43.6% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling