-23.4%
TSLL vs ACM
-45.8%
+22.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.5% | -11.7% |
| 7D | +1.9% | -3.7% | +5.6% | +3.4% |
| 30D | +17.8% | -11.1% | +28.9% | +22.5% |
| 3M | -37.0% | -8.0% | -29.0% | -35.3% |
| 6M | -37.7% | -29.7% | -8.0% | -26.5% |
| YTD | -51.4% | -29.4% | -22.0% | -43.0% |
| 1Y | -23.4% | -46.4% | +23.1% | +4.5% |
| All | -23.4% | -45.8% | +22.4% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling