-8.6%
ONON vs TSLQ
-95.6%
+87.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.0% |
| 7D | -2.1% | -6.6% | +4.5% | -2.8% |
| 30D | -11.6% | -24.3% | +12.7% | -14.0% |
| 3M | -30.1% | -3.6% | -26.5% | -29.2% |
| 6M | -30.5% | -12.0% | -18.5% | -29.4% |
| YTD | -41.0% | +1.4% | -42.4% | -38.6% |
| 1Y | -36.7% | -43.6% | +6.9% | -37.8% |
| 3Y | -8.6% | -95.4% | +86.8% | -19.1% |
| All | -8.6% | -95.6% | +87.0% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling