-47.2%
TSLL vs ACI
-28.7%
-18.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +3.1% |
| 7D | +33.0% | -0.5% | +33.4% | +33.0% |
| 30D | +7.7% | +4.9% | +2.8% | +6.7% |
| 3M | +34.7% | +11.1% | +23.6% | +31.5% |
| 6M | -31.5% | -14.9% | -16.6% | -29.2% |
| YTD | -42.4% | -19.6% | -22.8% | -40.6% |
| 1Y | -39.7% | -22.7% | -17.0% | -37.5% |
| 3Y | +3.4% | -31.2% | +34.6% | +8.6% |
| All | -47.2% | -28.7% | -18.5% | -42.6% |
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