-52.1%
TSLL vs ACN
-10.7%
-41.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -2.4% | +13.3% | +11.9% |
| 7D | -14.3% | -2.5% | -11.8% | -13.7% |
| 30D | -6.2% | +22.6% | -28.8% | -15.6% |
| 3M | +21.2% | +45.9% | -24.7% | -1.6% |
| 6M | -36.6% | +43.8% | -80.4% | -50.1% |
| YTD | -47.8% | -2.5% | -45.3% | -43.5% |
| 1Y | -45.2% | +6.5% | -51.7% | -46.5% |
| 3Y | -3.3% | -14.2% | +10.9% | +14.8% |
| All | -52.1% | -10.7% | -41.5% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling