-20.1%
TSLL vs ACGL
+19.0%
-39.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.7% | -9.0% | -2.0% |
| 7D | -9.4% | +8.0% | -17.4% | +3.1% |
| 30D | +1.6% | +17.3% | -15.7% | +34.0% |
| 3M | +29.4% | +11.2% | +18.2% | +55.6% |
| 6M | -20.1% | +18.2% | -38.3% | +24.1% |
| All | -20.1% | +19.0% | -39.1% | +24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling