-56.8%
TSLL vs ONON
+62.4%
-119.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.5% | +9.1% | +8.9% |
| 7D | -21.2% | +10.6% | -31.8% | -25.9% |
| 30D | -13.3% | +12.5% | -25.8% | -19.5% |
| 3M | +15.4% | +0.1% | +15.3% | +12.1% |
| 6M | -34.2% | +3.6% | -37.8% | -38.3% |
| YTD | -52.9% | -19.6% | -33.3% | -48.5% |
| 1Y | -54.3% | +5.2% | -59.6% | -59.3% |
| 3Y | -18.4% | +33.1% | -51.5% | -33.8% |
| All | -56.8% | +62.4% | -119.3% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling