+86.8%
ACN vs TSEM
+1,289.9%
-1,203.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +1.6% |
| 7D | -7.9% | +0.9% | -8.8% | -8.0% |
| 30D | -1.1% | -16.6% | +15.6% | +0.6% |
| 3M | +5.6% | -10.9% | +16.5% | +3.9% |
| 6M | -9.9% | +78.0% | -88.0% | -24.5% |
| YTD | -32.3% | +77.2% | -109.5% | -44.0% |
| 1Y | -25.3% | +207.6% | -232.9% | -45.7% |
| 3Y | -42.3% | +637.8% | -680.1% | -67.0% |
| 5Y | -43.5% | +617.0% | -660.5% | -68.3% |
| All | +86.8% | +1,289.9% | -1,203.1% | -9.0% |
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