-60.3%
TSLL vs ACWI
+81.6%
-141.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.8% | -18.1% | -7.4% |
| 7D | -28.9% | -4.0% | -24.9% | -15.8% |
| 30D | -21.4% | -5.8% | -15.6% | +0.7% |
| 3M | +5.0% | -5.0% | +10.0% | +31.9% |
| 6M | -36.6% | +0.7% | -37.3% | -32.1% |
| YTD | -56.6% | +8.4% | -65.1% | -64.4% |
| 1Y | -60.9% | +10.1% | -71.0% | -69.3% |
| 3Y | -25.2% | +70.8% | -96.0% | -79.0% |
| All | -60.3% | +81.6% | -141.8% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling