-55.4%
TSLL vs ONON
+21.7%
-77.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.3% | -10.5% | -11.1% |
| 7D | +1.9% | -3.0% | +4.9% | +4.0% |
| 30D | +17.8% | -26.7% | +44.5% | +39.0% |
| 3M | -37.0% | -25.3% | -11.7% | -27.0% |
| 6M | -37.7% | -35.3% | -2.4% | -21.8% |
| YTD | -51.4% | -39.8% | -11.6% | -36.4% |
| 1Y | -23.4% | -39.2% | +15.9% | -2.7% |
| 3Y | -30.8% | -4.2% | -26.5% | -31.6% |
| All | -55.4% | +21.7% | -77.1% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling