-14.0%
ACN vs TLN
+710.8%
-724.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.1% |
| 7D | -3.8% | +11.0% | -14.9% | -3.5% |
| 30D | +16.5% | +4.9% | +11.6% | +16.9% |
| 3M | +41.5% | +4.9% | +36.6% | +41.9% |
| 6M | +60.1% | +7.1% | +53.0% | +59.7% |
| YTD | -3.9% | +0.3% | -4.3% | -4.2% |
| 1Y | +4.1% | +5.9% | -1.8% | +3.4% |
| 3Y | -15.9% | +578.5% | -594.3% | -30.1% |
| All | -14.0% | +710.8% | -724.8% | -28.3% |
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