-51.7%
TSLL vs ON
+6.5%
-58.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.3% |
| 7D | -11.0% | -4.1% | -6.9% | -6.3% |
| 30D | -5.3% | -10.2% | +4.9% | +5.4% |
| 3M | +20.8% | -12.7% | +33.6% | +34.4% |
| 6M | -36.0% | -32.5% | -3.5% | -16.9% |
| YTD | -47.3% | +28.6% | -75.8% | -65.3% |
| 1Y | -48.4% | +43.4% | -91.8% | -69.9% |
| 3Y | -5.4% | +3.3% | -8.8% | -22.1% |
| All | -51.7% | +6.5% | -58.2% | -63.2% |
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