-46.0%
TSLL vs ACN
+10.1%
-56.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.8% | -10.1% | -5.7% |
| 7D | -9.4% | +8.6% | -18.0% | -8.2% |
| 30D | +1.6% | +36.6% | -35.0% | +6.0% |
| 3M | +29.4% | +56.3% | -26.9% | +37.4% |
| 6M | -20.1% | +49.7% | -69.8% | -11.7% |
| YTD | -44.5% | +1.3% | -45.8% | -31.2% |
| 1Y | -46.0% | +11.9% | -57.9% | -32.3% |
| All | -46.0% | +10.1% | -56.1% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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