-52.1%
TSLL vs ACHR
+10.6%
-62.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.3% | +2.6% | +7.2% |
| 7D | -14.3% | +15.3% | -29.7% | -19.1% |
| 30D | -6.2% | -3.0% | -3.1% | -4.7% |
| 3M | +21.2% | -14.0% | +35.1% | +29.1% |
| 6M | -36.6% | -25.8% | -10.8% | -28.7% |
| YTD | -47.8% | -36.0% | -11.7% | -38.2% |
| 1Y | -45.2% | -41.2% | -4.0% | -33.1% |
| 3Y | -3.3% | -8.6% | +5.3% | -8.7% |
| All | -52.1% | +10.6% | -62.7% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 10y: compounded portfolio wealth divided by compounded ACHR 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…
10y analysis · Full analysis span regression · 6 months rolling