-49.1%
TSLL vs ACI
-29.3%
-19.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -3.0% | -3.6% |
| 7D | +17.8% | +2.3% | +15.6% | +17.4% |
| 30D | +8.2% | +1.2% | +7.0% | +8.0% |
| 3M | +20.9% | +6.8% | +14.1% | +19.0% |
| 6M | -37.5% | -18.7% | -18.8% | -35.2% |
| YTD | -44.5% | -20.2% | -24.3% | -42.7% |
| 1Y | -33.0% | -23.7% | -9.2% | -30.4% |
| 3Y | -6.4% | -31.6% | +25.3% | -1.6% |
| All | -49.1% | -29.3% | -19.9% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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