-56.8%
TSLL vs ON
-3.1%
-53.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.5% | +8.2% | +8.2% |
| 7D | -21.2% | -11.7% | -9.6% | -11.5% |
| 30D | -13.3% | -23.3% | +10.0% | +9.7% |
| 3M | +15.4% | -19.2% | +34.6% | +36.7% |
| 6M | -34.2% | -40.1% | +5.9% | -5.9% |
| YTD | -52.9% | +16.9% | -69.8% | -66.5% |
| 1Y | -54.3% | +29.7% | -84.1% | -70.9% |
| 3Y | -18.4% | -4.4% | -14.0% | -28.1% |
| All | -56.8% | -3.1% | -53.7% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 10y: compounded portfolio wealth divided by compounded ON 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…
10y analysis · Full analysis span regression · 6 months rolling