-39.1%
ACN vs TLN
+602.5%
-641.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -4.1% |
| 7D | -4.8% | +10.9% | -15.7% | -4.7% |
| 30D | +1.9% | -6.3% | +8.2% | +1.9% |
| 3M | +3.9% | -10.7% | +14.6% | +3.5% |
| 6M | -15.0% | +1.6% | -16.6% | -16.0% |
| YTD | -31.9% | -13.1% | -18.8% | -32.3% |
| 1Y | -28.5% | -15.1% | -13.5% | -28.9% |
| 3Y | -41.9% | +495.0% | -536.9% | -52.0% |
| All | -39.1% | +602.5% | -641.5% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling