-19.8%
TLT vs ACN
+86.3%
-106.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.6% |
| 7D | -0.3% | -6.3% | +6.1% | -0.5% |
| 30D | 0.0% | -1.4% | +1.4% | -0.1% |
| 3M | -2.9% | +2.6% | -5.4% | -2.6% |
| 6M | -6.3% | -14.3% | +8.0% | -6.7% |
| YTD | -3.3% | -33.1% | +29.8% | -4.9% |
| 1Y | -4.2% | -28.8% | +24.6% | -5.4% |
| 3Y | -1.7% | -43.0% | +41.3% | -3.7% |
| 5Y | -34.9% | -44.0% | +9.1% | -36.2% |
| 10Y | -19.8% | +88.5% | -108.3% | -11.9% |
| All | -19.8% | +86.3% | -106.1% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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