-52.1%
TSLL vs ACM
+1.2%
-53.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.2% | +5.7% | +5.8% |
| 7D | -14.3% | +6.9% | -21.2% | -19.3% |
| 30D | -6.2% | +19.1% | -25.2% | -20.7% |
| 3M | +21.2% | -6.9% | +28.1% | +28.0% |
| 6M | -36.6% | -12.0% | -24.6% | -30.3% |
| YTD | -47.8% | -25.1% | -22.6% | -32.7% |
| 1Y | -45.2% | -45.4% | +0.2% | +6.0% |
| 3Y | -3.3% | -6.9% | +3.7% | -0.7% |
| All | -52.1% | +1.2% | -53.3% | -57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling