-52.1%
TSLL vs ONON
+63.2%
-115.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.5% | +10.5% | +10.6% |
| 7D | -14.3% | +5.7% | -20.0% | -17.1% |
| 30D | -6.2% | +7.0% | -13.1% | -10.2% |
| 3M | +21.2% | -0.1% | +21.2% | +17.9% |
| 6M | -36.6% | +6.5% | -43.1% | -41.5% |
| YTD | -47.8% | -19.3% | -28.5% | -43.1% |
| 1Y | -45.2% | +7.2% | -52.5% | -51.8% |
| 3Y | -3.3% | +39.1% | -42.4% | -23.6% |
| All | -52.1% | +63.2% | -115.3% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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