-56.8%
TSLL vs ACN
-8.5%
-48.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.8% | +10.4% | +9.4% |
| 7D | -21.2% | +0.9% | -22.1% | -21.7% |
| 30D | -13.3% | +33.5% | -46.8% | -24.9% |
| 3M | +15.4% | +53.5% | -38.1% | -8.4% |
| 6M | -34.2% | +52.2% | -86.5% | -50.1% |
| YTD | -52.9% | -0.1% | -52.8% | -49.5% |
| 1Y | -54.3% | +11.0% | -65.4% | -56.7% |
| 3Y | -18.4% | -11.8% | -6.6% | -4.3% |
| All | -56.8% | -8.5% | -48.3% | -45.4% |
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