-4.2%
TLT vs ACN
-28.4%
+24.2%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | 0.0% |
| 7D | +0.4% | -4.8% | +5.2% | +0.4% |
| 30D | -0.3% | +1.9% | -2.2% | -0.3% |
| 3M | -1.7% | +3.9% | -5.6% | -1.6% |
| 6M | -4.9% | -15.0% | +10.1% | -4.8% |
| YTD | -2.8% | -31.9% | +29.1% | -2.8% |
| 1Y | -4.2% | -28.5% | +24.3% | -3.8% |
| All | -4.2% | -28.4% | +24.2% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling