-60.3%
TSLL vs ON
-3.6%
-56.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -11.6% | -10.3% | -12.2% |
| 7D | -28.9% | -16.3% | -12.6% | -16.5% |
| 30D | -21.4% | -27.0% | +5.6% | +3.4% |
| 3M | +5.0% | -18.1% | +23.1% | +22.8% |
| 6M | -36.6% | -38.6% | +2.1% | -11.2% |
| YTD | -56.6% | +16.4% | -73.0% | -69.1% |
| 1Y | -60.9% | +25.8% | -86.7% | -74.3% |
| 3Y | -25.2% | -7.7% | -17.6% | -32.5% |
| All | -60.3% | -3.6% | -56.7% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling