+23.9%
ONDS vs TYL
-16.6%
+40.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +2.3% |
| 7D | +8.2% | -7.6% | +15.8% | +12.6% |
| 30D | -16.4% | +11.3% | -27.7% | -21.5% |
| 3M | -26.0% | +14.5% | -40.5% | -33.8% |
| 6M | -22.5% | -7.1% | -15.3% | -22.3% |
| YTD | -21.9% | -23.4% | +1.5% | -12.7% |
| 1Y | +25.7% | -38.6% | +64.3% | +64.6% |
| 3Y | +735.5% | -11.3% | +746.8% | +692.6% |
| 5Y | -0.1% | -28.0% | +27.8% | +13.5% |
| All | +23.9% | -16.6% | +40.5% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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