-25.3%
ACN vs TSEM
+220.1%
-245.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +0.6% |
| 7D | -7.9% | +0.9% | -8.8% | -7.7% |
| 30D | -1.1% | -16.6% | +15.6% | -3.3% |
| 3M | +5.6% | -10.9% | +16.5% | +5.3% |
| 6M | -9.9% | +78.0% | -88.0% | -11.8% |
| YTD | -32.3% | +77.2% | -109.5% | -34.1% |
| 1Y | -25.3% | +207.6% | -232.9% | -31.2% |
| All | -25.3% | +220.1% | -245.4% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling