-49.1%
TSLL vs ACN
-12.0%
-37.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | +17.8% | -3.8% | +21.7% | +19.5% |
| 30D | +8.2% | +16.5% | -8.3% | -0.4% |
| 3M | +20.9% | +41.5% | -20.6% | -0.5% |
| 6M | -37.5% | +60.1% | -97.6% | -54.9% |
| YTD | -44.5% | -3.9% | -40.6% | -39.7% |
| 1Y | -33.0% | +4.1% | -37.1% | -33.6% |
| 3Y | -6.4% | -15.9% | +9.5% | +12.4% |
| All | -49.1% | -12.0% | -37.1% | -34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling