-56.8%
TSLL vs ACM
-3.8%
-53.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.6% | +8.6% |
| 7D | -21.2% | +5.4% | -26.6% | -25.0% |
| 30D | -13.3% | +15.1% | -28.4% | -24.5% |
| 3M | +15.4% | -10.5% | +25.9% | +26.2% |
| 6M | -34.2% | -19.7% | -14.5% | -20.8% |
| YTD | -52.9% | -28.8% | -24.1% | -36.4% |
| 1Y | -54.3% | -47.9% | -6.5% | -8.0% |
| 3Y | -18.4% | -12.4% | -6.0% | -11.2% |
| All | -56.8% | -3.8% | -53.0% | -60.2% |
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