-24.9%
TSLL vs ACGL
+35.5%
-60.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.1% | -21.8% | -21.9% |
| 7D | -28.9% | +6.4% | -35.3% | -29.0% |
| 30D | -21.4% | +16.6% | -38.0% | -22.0% |
| 3M | +5.0% | +11.6% | -6.6% | +4.6% |
| 6M | -36.6% | +17.5% | -54.0% | -37.9% |
| YTD | -56.6% | +15.3% | -71.9% | -57.7% |
| 1Y | -60.9% | +26.3% | -87.2% | -63.4% |
| All | -24.9% | +35.5% | -60.4% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling