-49.1%
TSLL vs ACHR
-7.4%
-41.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.9% | +3.2% | -0.6% |
| 7D | +17.8% | -9.2% | +27.1% | +22.5% |
| 30D | +8.2% | -1.0% | +9.2% | +8.6% |
| 3M | +20.9% | -42.2% | +63.0% | +53.6% |
| 6M | -37.5% | -38.2% | +0.7% | -24.3% |
| YTD | -44.5% | -46.4% | +1.9% | -29.4% |
| 1Y | -33.0% | -49.4% | +16.4% | -13.1% |
| 3Y | -6.4% | -22.5% | +16.1% | -5.2% |
| All | -49.1% | -7.4% | -41.8% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling