-55.4%
TSLL vs ACHR
+31.3%
-86.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.9% | -11.0% | -11.5% |
| 7D | +1.9% | -0.7% | +2.6% | +2.4% |
| 30D | +17.8% | +9.8% | +8.0% | +12.7% |
| 3M | -37.0% | -10.5% | -26.5% | -34.8% |
| 6M | -37.7% | -15.5% | -22.1% | -33.9% |
| YTD | -51.4% | -24.1% | -27.3% | -46.7% |
| 1Y | -23.4% | -32.4% | +9.1% | -12.9% |
| 3Y | -30.8% | -11.6% | -19.2% | -35.5% |
| All | -55.4% | +31.3% | -86.7% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling