-56.8%
TSLL vs AON
+19.4%
-76.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.8% | +11.4% | +8.9% |
| 7D | -21.2% | +4.4% | -25.6% | -21.7% |
| 30D | -13.3% | +24.1% | -37.4% | -16.0% |
| 3M | +15.4% | -7.0% | +22.3% | +17.3% |
| 6M | -34.2% | +9.1% | -43.4% | -37.8% |
| YTD | -52.9% | -4.4% | -48.5% | -53.0% |
| 1Y | -54.3% | -0.8% | -53.6% | -55.5% |
| 3Y | -18.4% | +5.1% | -23.5% | -19.4% |
| All | -56.8% | +19.4% | -76.2% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling