-51.9%
TSLL vs ONON
+18.6%
-70.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.6% | +10.4% | +9.4% |
| 7D | +5.8% | -1.7% | +7.4% | +6.9% |
| 30D | +21.7% | -27.4% | +49.1% | +44.1% |
| 3M | -28.2% | -26.5% | -1.7% | -16.2% |
| 6M | -29.5% | -34.2% | +4.8% | -12.7% |
| YTD | -47.5% | -41.3% | -6.2% | -30.4% |
| 1Y | -20.8% | -39.7% | +18.9% | +0.8% |
| 3Y | -26.7% | -7.8% | -18.9% | -25.9% |
| All | -51.9% | +18.6% | -70.5% | -61.5% |
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