-56.8%
TSLL vs ACGL
+153.6%
-210.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.0% | +11.6% | +9.2% |
| 7D | -21.2% | +0.9% | -22.1% | -21.4% |
| 30D | -13.3% | +13.7% | -27.0% | -15.9% |
| 3M | +15.4% | +8.0% | +7.3% | +13.2% |
| 6M | -34.2% | +13.3% | -47.5% | -37.2% |
| YTD | -52.9% | +11.8% | -64.7% | -55.2% |
| 1Y | -54.3% | +22.2% | -76.6% | -58.4% |
| 3Y | -18.4% | +32.5% | -50.9% | -27.7% |
| All | -56.8% | +153.6% | -210.5% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling