-12.7%
ACN vs TLN
+683.0%
-695.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.2% | -9.6% | -2.1% |
| 7D | -2.5% | +9.1% | -11.6% | -2.2% |
| 30D | +22.6% | -4.1% | +26.7% | +22.8% |
| 3M | +45.9% | +4.4% | +41.5% | +46.3% |
| 6M | +43.8% | -6.0% | +49.8% | +43.9% |
| YTD | -2.5% | -3.1% | +0.7% | -2.8% |
| 1Y | +6.5% | -6.1% | +12.5% | +6.2% |
| 3Y | -14.2% | +575.3% | -589.5% | -29.0% |
| All | -12.7% | +683.0% | -695.7% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling