-35.3%
TSLL vs ONTO
+97.2%
-132.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +6.2% | -18.0% | -15.9% |
| 7D | +1.9% | -1.0% | +2.9% | +1.8% |
| 30D | +17.8% | -2.9% | +20.7% | +15.2% |
| 3M | -37.0% | -2.5% | -34.6% | -39.3% |
| 6M | -37.7% | +28.2% | -65.9% | -52.1% |
| YTD | -51.4% | +69.8% | -121.1% | -70.2% |
| 1Y | -23.4% | +162.9% | -186.2% | -66.8% |
| All | -35.3% | +97.2% | -132.5% | -66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling