+5.0%
TSLL vs ONTO
-45.1%
+50.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -15.6% | -6.3% | -15.2% |
| 7D | -28.9% | -29.7% | +0.8% | -18.7% |
| 30D | -21.4% | -50.3% | +28.8% | -5.1% |
| 3M | +5.0% | -43.5% | +48.5% | +25.7% |
| All | +5.0% | -45.1% | +50.1% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 3mo: compounded portfolio wealth divided by compounded ONTO 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…
3mo analysis · Full analysis span regression · Available span rolling