-23.4%
TSLL vs ACWI
+23.6%
-47.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.8% | -11.7% |
| 7D | +1.9% | +0.5% | +1.4% | +0.3% |
| 30D | +17.8% | +0.9% | +16.9% | +14.9% |
| 3M | -37.0% | +2.4% | -39.4% | -39.1% |
| 6M | -37.7% | +12.4% | -50.0% | -54.6% |
| YTD | -51.4% | +15.2% | -66.5% | -68.5% |
| 1Y | -23.4% | +22.7% | -46.1% | -60.1% |
| All | -23.4% | +23.6% | -47.0% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 1y: compounded portfolio wealth divided by compounded ACWI 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…
1y analysis · Full analysis span regression · 6 months rolling