-60.3%
TSLL vs ACI
-28.4%
-31.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.6% | -18.3% | -21.2% |
| 7D | -28.9% | +3.5% | -32.4% | -29.2% |
| 30D | -21.4% | +16.8% | -38.2% | -23.8% |
| 3M | +5.0% | +13.1% | -8.1% | +2.1% |
| 6M | -36.6% | -15.6% | -20.9% | -34.4% |
| YTD | -56.6% | -19.2% | -37.4% | -55.3% |
| 1Y | -60.9% | -20.7% | -40.2% | -59.6% |
| 3Y | -25.2% | -33.4% | +8.1% | -19.8% |
| All | -60.3% | -28.4% | -31.9% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling