-23.4%
TSLL vs AON
-13.5%
-9.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.2% | -10.7% | -12.6% |
| 7D | +1.9% | -9.1% | +11.0% | -2.9% |
| 30D | +17.8% | -10.2% | +28.0% | +11.3% |
| 3M | -37.0% | +0.5% | -37.5% | -36.9% |
| 6M | -37.7% | -4.8% | -32.8% | -37.1% |
| YTD | -51.4% | -8.0% | -43.4% | -50.5% |
| 1Y | -23.4% | -13.1% | -10.3% | -15.2% |
| All | -23.4% | -13.5% | -9.8% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 1y: compounded portfolio wealth divided by compounded AON 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…
1y analysis · Full analysis span regression · 6 months rolling