+131.2%
TLT vs ACN
+1,552.4%
-1,421.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | -0.1% |
| 7D | -0.4% | -1.5% | +1.1% | -0.6% |
| 30D | -0.6% | +9.4% | -9.9% | +0.3% |
| 3M | -2.7% | +5.6% | -8.4% | -1.9% |
| 6M | -5.6% | -9.3% | +3.6% | -6.1% |
| YTD | -2.8% | -29.0% | +26.2% | -5.5% |
| 1Y | -1.4% | -24.7% | +23.2% | -3.5% |
| 3Y | -1.6% | -39.8% | +38.2% | -5.3% |
| 5Y | -33.8% | -40.9% | +7.1% | -36.1% |
| 10Y | -21.1% | +91.1% | -112.3% | -8.8% |
| All | +131.2% | +1,552.4% | -1,421.2% | +246.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling