-55.4%
TSLL vs ACN
-35.0%
-20.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.3% | -8.5% | -10.1% |
| 7D | +1.9% | -1.5% | +3.4% | +3.1% |
| 30D | +17.8% | +9.4% | +8.4% | +13.0% |
| 3M | -37.0% | +5.6% | -42.7% | -39.3% |
| 6M | -37.7% | -9.3% | -28.4% | -34.4% |
| YTD | -51.4% | -29.0% | -22.4% | -37.0% |
| 1Y | -23.4% | -24.7% | +1.3% | -7.3% |
| 3Y | -30.8% | -39.8% | +9.0% | +3.1% |
| All | -55.4% | -35.0% | -20.5% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling