-2.9%
ONDS vs TYL
+0.3%
-3.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.6% | +12.5% | +12.2% |
| 7D | +3.8% | +3.5% | +0.3% | +1.5% |
| 30D | -11.3% | +26.9% | -38.2% | -22.5% |
| 3M | -34.5% | +33.8% | -68.3% | -45.0% |
| 6M | -34.1% | +28.8% | -62.9% | -45.5% |
| YTD | -38.8% | -7.9% | -31.0% | -38.8% |
| 1Y | +2.8% | -9.8% | +12.5% | +3.6% |
| 3Y | +1,111.0% | +1.2% | +1,109.8% | +961.3% |
| 5Y | -33.7% | -22.8% | -10.9% | -29.0% |
| All | -2.9% | +0.3% | -3.2% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling