-23.4%
TSLL vs ACN
-24.8%
+1.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.3% | -8.5% | -11.9% |
| 7D | +1.9% | -1.5% | +3.4% | +1.9% |
| 30D | +17.8% | +9.4% | +8.4% | +18.5% |
| 3M | -37.0% | +5.6% | -42.7% | -33.8% |
| 6M | -37.7% | -9.3% | -28.4% | -31.4% |
| YTD | -51.4% | -29.0% | -22.4% | -38.8% |
| 1Y | -23.4% | -24.7% | +1.3% | -4.9% |
| All | -23.4% | -24.8% | +1.4% | -4.9% |
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