-35.3%
TSLL vs ACGL
+34.2%
-69.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.7% | -10.1% | -11.6% |
| 7D | +1.9% | -0.7% | +2.6% | +2.0% |
| 30D | +17.8% | -1.0% | +18.8% | +17.9% |
| 3M | -37.0% | +11.0% | -48.1% | -39.3% |
| 6M | -37.7% | -0.3% | -37.3% | -38.0% |
| YTD | -51.4% | +2.3% | -53.6% | -52.5% |
| 1Y | -23.4% | +6.4% | -29.7% | -26.7% |
| All | -35.3% | +34.2% | -69.6% | -44.9% |
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