-35.3%
TSLL vs ACI
-38.5%
+3.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.3% | -11.5% | -11.8% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | +17.8% | +5.9% | +11.9% | +16.7% |
| 3M | -37.0% | -19.8% | -17.2% | -35.6% |
| 6M | -37.7% | -24.7% | -12.9% | -36.7% |
| YTD | -51.4% | -24.4% | -27.0% | -50.7% |
| 1Y | -23.4% | -31.5% | +8.1% | -21.8% |
| All | -35.3% | -38.5% | +3.2% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling