-49.1%
TSLL vs ON
+8.8%
-57.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.6% | -0.1% | -0.7% |
| 7D | +17.8% | +12.2% | +5.6% | +7.1% |
| 30D | +8.2% | -3.1% | +11.4% | +13.2% |
| 3M | +20.9% | -12.9% | +33.7% | +35.0% |
| 6M | -37.5% | -38.6% | +1.1% | -11.3% |
| YTD | -44.5% | +31.2% | -75.7% | -64.1% |
| 1Y | -33.0% | +47.6% | -80.6% | -61.9% |
| 3Y | -6.4% | +6.6% | -13.0% | -24.8% |
| All | -49.1% | +8.8% | -57.9% | -61.9% |
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