-6.4%
TSLL vs AON
+3.5%
-9.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -3.5% |
| 7D | +17.8% | +1.0% | +16.8% | +18.0% |
| 30D | +8.2% | +23.2% | -14.9% | +10.7% |
| 3M | +20.9% | -5.0% | +25.9% | +22.1% |
| 6M | -37.5% | +9.3% | -46.8% | -38.5% |
| YTD | -44.5% | -3.4% | -41.1% | -43.5% |
| 1Y | -33.0% | -2.9% | -30.1% | -31.9% |
| 3Y | -6.4% | +3.6% | -10.0% | -1.5% |
| All | -6.4% | +3.5% | -9.9% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling