-18.4%
TSLL vs ACHR
-19.6%
+1.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +14.7% | -6.1% | +1.2% |
| 7D | -21.2% | +5.7% | -26.9% | -23.0% |
| 30D | -13.3% | -4.9% | -8.4% | -11.1% |
| 3M | +15.4% | -15.1% | +30.5% | +24.4% |
| 6M | -34.2% | -30.7% | -3.5% | -22.6% |
| YTD | -52.9% | -41.0% | -11.9% | -41.1% |
| 1Y | -54.3% | -50.0% | -4.3% | -38.3% |
| 3Y | -18.4% | -17.0% | -1.4% | -17.0% |
| All | -18.4% | -19.6% | +1.2% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling