-54.3%
TSLL vs ACM
-48.7%
-5.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.6% | +8.6% |
| 7D | -21.2% | +5.4% | -26.6% | -22.4% |
| 30D | -13.3% | +15.1% | -28.4% | -17.1% |
| 3M | +15.4% | -10.5% | +25.9% | +18.7% |
| 6M | -34.2% | -19.7% | -14.5% | -28.9% |
| YTD | -52.9% | -28.8% | -24.1% | -46.5% |
| 1Y | -54.3% | -47.9% | -6.5% | -44.6% |
| All | -54.3% | -48.7% | -5.6% | -44.6% |
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