-42.7%
ACHR vs TSEM
+785.8%
-828.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.8% | -8.7% | -4.2% |
| 7D | -0.7% | +6.9% | -7.6% | -3.6% |
| 30D | +9.8% | +5.3% | +4.5% | +5.7% |
| 3M | -10.5% | -14.9% | +4.4% | -8.3% |
| 6M | -15.5% | +80.0% | -95.6% | -43.3% |
| YTD | -24.1% | +89.4% | -113.4% | -51.2% |
| 1Y | -32.4% | +253.1% | -285.5% | -69.5% |
| 3Y | -11.6% | +642.1% | -653.7% | -73.7% |
| 5Y | -42.9% | +659.1% | -702.0% | -82.3% |
| All | -42.7% | +785.8% | -828.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling