-47.2%
TSLL vs ACN
-12.2%
-35.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.8% | +3.9% |
| 7D | +33.0% | -5.7% | +38.7% | +35.8% |
| 30D | +7.7% | +17.0% | -9.3% | -1.1% |
| 3M | +34.7% | +39.9% | -5.1% | +11.5% |
| 6M | -31.5% | +50.2% | -81.7% | -48.3% |
| YTD | -42.4% | -4.2% | -38.2% | -37.3% |
| 1Y | -39.7% | +4.3% | -44.0% | -40.5% |
| 3Y | +3.4% | -17.1% | +20.5% | +26.1% |
| All | -47.2% | -12.2% | -35.0% | -32.2% |
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