+128.4%
TLT vs ACN
+2,206.0%
-2,077.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.2% |
| 7D | -0.3% | +1.6% | -1.8% | -0.1% |
| 30D | +3.7% | +24.6% | -20.9% | +5.9% |
| 3M | -0.7% | +46.2% | -46.9% | +3.1% |
| 6M | -4.2% | +46.2% | -50.4% | -0.2% |
| YTD | -4.0% | -0.9% | -3.1% | -3.6% |
| 1Y | -5.8% | +8.8% | -14.6% | -4.5% |
| 3Y | +4.1% | -14.3% | +18.4% | +3.7% |
| 5Y | -34.8% | -22.6% | -12.2% | -35.5% |
| 10Y | -12.3% | +153.7% | -166.1% | +4.0% |
| All | +128.4% | +2,206.0% | -2,077.6% | +253.6% |
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