-56.8%
TSLL vs ACI
-30.8%
-26.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.4% | +12.0% | +9.3% |
| 7D | -21.2% | -2.2% | -19.0% | -20.8% |
| 30D | -13.3% | +10.3% | -23.6% | -15.0% |
| 3M | +15.4% | +7.2% | +8.2% | +13.4% |
| 6M | -34.2% | -18.0% | -16.2% | -31.6% |
| YTD | -52.9% | -22.0% | -30.9% | -51.2% |
| 1Y | -54.3% | -23.4% | -31.0% | -52.6% |
| 3Y | -18.4% | -35.8% | +17.5% | -11.8% |
| All | -56.8% | -30.8% | -26.0% | -52.9% |
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