-6.4%
TSLL vs ONON
+24.8%
-31.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -4.7% |
| 7D | +17.8% | -10.0% | +27.8% | +24.7% |
| 30D | +8.2% | -5.3% | +13.5% | +10.7% |
| 3M | +20.9% | +6.5% | +14.4% | +15.0% |
| 6M | -37.5% | -5.0% | -32.5% | -38.7% |
| YTD | -44.5% | -27.6% | -16.9% | -35.4% |
| 1Y | -33.0% | -20.7% | -12.3% | -27.2% |
| 3Y | -6.4% | +26.6% | -33.0% | -9.1% |
| All | -6.4% | +24.8% | -31.2% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling