-46.0%
TSLL vs ACM
-46.6%
+0.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.9% | -9.3% | -7.3% |
| 7D | -9.4% | +9.5% | -19.0% | -12.2% |
| 30D | +1.6% | +14.7% | -13.2% | -3.2% |
| 3M | +29.4% | -9.5% | +38.9% | +32.6% |
| 6M | -20.1% | -18.0% | -2.1% | -14.1% |
| YTD | -44.5% | -27.3% | -17.2% | -37.2% |
| 1Y | -46.0% | -47.0% | +1.0% | -33.0% |
| All | -46.0% | -46.6% | +0.5% | -33.0% |
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