+62.3%
ONON vs TSLQ
-97.3%
+159.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | -3.5% | -8.0% | +4.5% | -4.4% |
| 30D | -30.8% | -23.8% | -7.0% | -33.1% |
| 3M | -29.8% | -7.0% | -22.8% | -29.0% |
| 6M | -34.8% | -17.1% | -17.7% | -34.2% |
| YTD | -42.3% | +0.1% | -42.3% | -39.4% |
| 1Y | -39.5% | -51.2% | +11.6% | -42.4% |
| 3Y | -9.3% | -95.9% | +86.6% | -28.4% |
| All | +62.3% | -97.3% | +159.5% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling