-22.5%
ACHR vs TSEM
+547.1%
-569.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.9% | 0.0% | -4.1% |
| 7D | -9.2% | +7.0% | -16.2% | -11.5% |
| 30D | -1.0% | -29.8% | +28.8% | +12.5% |
| 3M | -42.2% | -41.9% | -0.3% | -30.4% |
| 6M | -38.2% | -45.8% | +7.6% | -26.7% |
| YTD | -46.4% | +25.1% | -71.5% | -61.7% |
| 1Y | -49.4% | +48.2% | -97.6% | -67.7% |
| 3Y | -22.5% | +476.5% | -499.0% | -84.5% |
| All | -22.5% | +547.1% | -569.6% | -84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling