-44.0%
ACHR vs TSEM
+742.7%
-786.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.7% |
| 7D | -2.3% | -4.9% | +2.6% | -0.2% |
| 30D | -11.3% | -18.7% | +7.5% | -4.1% |
| 3M | +5.3% | -18.1% | +23.4% | +9.4% |
| 6M | -13.2% | +77.1% | -90.3% | -41.4% |
| YTD | -25.8% | +80.1% | -105.9% | -51.3% |
| 1Y | -34.3% | +220.4% | -254.7% | -68.9% |
| 3Y | -19.9% | +650.1% | -670.0% | -76.4% |
| 5Y | -42.7% | +628.9% | -671.5% | -81.9% |
| All | -44.0% | +742.7% | -786.7% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling