-12.2%
TLT vs ACN
+147.7%
-159.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.5% |
| 7D | -2.7% | -5.7% | +3.0% | -2.9% |
| 30D | +2.2% | +17.0% | -14.9% | +2.7% |
| 3M | -1.7% | +39.9% | -41.6% | -0.5% |
| 6M | -4.0% | +50.2% | -54.1% | -2.2% |
| YTD | -4.9% | -4.2% | -0.8% | -5.2% |
| 1Y | -7.4% | +4.3% | -11.7% | -7.2% |
| 3Y | +3.0% | -17.1% | +20.1% | +2.3% |
| 5Y | -35.1% | -26.5% | -8.6% | -36.5% |
| All | -12.2% | +147.7% | -159.9% | +2.4% |
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