-15.9%
ACN vs TSEM
+547.1%
-562.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.2% | -0.2% |
| 7D | -3.8% | +7.0% | -10.8% | -3.4% |
| 30D | +16.5% | -29.8% | +46.3% | +15.1% |
| 3M | +41.5% | -41.9% | +83.4% | +39.2% |
| 6M | +60.1% | -45.8% | +105.8% | +57.9% |
| YTD | -3.9% | +25.1% | -29.0% | -15.1% |
| 1Y | +4.1% | +48.2% | -44.1% | -10.7% |
| 3Y | -15.9% | +476.5% | -492.3% | -47.2% |
| All | -15.9% | +547.1% | -562.9% | -47.2% |
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 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