-60.9%
TSLL vs ACGL
+26.1%
-87.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.1% | -21.8% | -22.0% |
| 7D | -28.9% | +6.4% | -35.3% | -23.5% |
| 30D | -21.4% | +16.6% | -38.0% | -5.4% |
| 3M | +5.0% | +11.6% | -6.6% | +20.6% |
| 6M | -36.6% | +17.5% | -54.0% | -19.9% |
| YTD | -56.6% | +15.3% | -71.9% | -45.8% |
| 1Y | -60.9% | +26.3% | -87.2% | -37.3% |
| All | -60.9% | +26.1% | -87.0% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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