-60.3%
TSLL vs ACM
-3.9%
-56.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.2% | -19.7% | -19.8% |
| 7D | -28.9% | +5.1% | -33.9% | -32.1% |
| 30D | -21.4% | +11.5% | -32.9% | -29.4% |
| 3M | +5.0% | -10.5% | +15.4% | +14.8% |
| 6M | -36.6% | -20.4% | -16.2% | -22.9% |
| YTD | -56.6% | -28.9% | -27.8% | -41.4% |
| 1Y | -60.9% | -48.7% | -12.2% | -19.2% |
| 3Y | -25.2% | -12.5% | -12.7% | -18.5% |
| All | -60.3% | -3.9% | -56.4% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling