-39.7%
TSLL vs ONON
-24.6%
-15.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.7% | +8.1% | +4.9% |
| 7D | +33.0% | -11.9% | +44.9% | +38.3% |
| 30D | +7.7% | -6.8% | +14.5% | +9.9% |
| 3M | +34.7% | +6.6% | +28.1% | +30.9% |
| 6M | -31.5% | -2.2% | -29.3% | -34.1% |
| YTD | -42.4% | -28.9% | -13.5% | -37.8% |
| 1Y | -39.7% | -20.3% | -19.4% | -37.4% |
| All | -39.7% | -24.6% | -15.1% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling