-36.6%
TSLL vs ACN
+49.9%
-86.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.3% | -22.2% | -21.8% |
| 7D | -28.9% | +7.3% | -36.1% | -27.2% |
| 30D | -21.4% | +38.2% | -59.6% | -13.6% |
| 3M | +5.0% | +56.6% | -51.6% | +20.3% |
| 6M | -36.6% | +51.1% | -87.7% | -26.5% |
| All | -36.6% | +49.9% | -86.5% | -26.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling