-52.1%
TSLL vs ON
+5.8%
-57.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +9.2% | +1.7% | +3.2% |
| 7D | -14.3% | -1.4% | -12.9% | -12.0% |
| 30D | -6.2% | -10.9% | +4.7% | +5.1% |
| 3M | +21.2% | -14.9% | +36.0% | +37.5% |
| 6M | -36.6% | -33.0% | -3.6% | -17.1% |
| YTD | -47.8% | +27.6% | -75.4% | -65.5% |
| 1Y | -45.2% | +44.5% | -89.7% | -68.2% |
| 3Y | -3.3% | +7.4% | -10.7% | -22.6% |
| All | -52.1% | +5.8% | -57.9% | -63.3% |
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