-35.3%
TSLL vs ACM
-21.7%
-13.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.5% | -11.5% |
| 7D | +1.9% | -3.7% | +5.6% | +5.7% |
| 30D | +17.8% | -11.1% | +28.9% | +30.3% |
| 3M | -37.0% | -8.0% | -29.0% | -33.6% |
| 6M | -37.7% | -29.7% | -8.0% | -10.3% |
| YTD | -51.4% | -29.4% | -22.0% | -33.1% |
| 1Y | -23.4% | -46.4% | +23.1% | +53.5% |
| All | -35.3% | -21.7% | -13.6% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling