-52.1%
TSLL vs AON
+19.7%
-71.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.3% | +10.6% | +10.9% |
| 7D | -14.3% | +0.7% | -15.0% | -14.4% |
| 30D | -6.2% | +23.1% | -29.2% | -8.9% |
| 3M | +21.2% | -6.0% | +27.2% | +22.9% |
| 6M | -36.6% | +7.9% | -44.4% | -39.6% |
| YTD | -47.8% | -4.1% | -43.6% | -47.9% |
| 1Y | -45.2% | -2.3% | -42.9% | -46.0% |
| 3Y | -3.3% | +3.4% | -6.7% | -2.7% |
| All | -52.1% | +19.7% | -71.9% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling