-26.2%
ACN vs TLN
-21.1%
-5.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -2.1% |
| 7D | -6.3% | +5.8% | -12.2% | -5.5% |
| 30D | -1.4% | -6.9% | +5.5% | -2.2% |
| 3M | +2.6% | -10.9% | +13.5% | +0.7% |
| 6M | -14.3% | -4.6% | -9.7% | -15.6% |
| YTD | -33.1% | -14.7% | -18.4% | -34.1% |
| All | -26.2% | -21.1% | -5.1% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling