-41.9%
ACN vs TSEM
+668.6%
-710.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -4.2% |
| 7D | -4.8% | +10.4% | -15.2% | -4.5% |
| 30D | +1.9% | -12.9% | +14.8% | +1.6% |
| 3M | +3.9% | -9.2% | +13.1% | +3.4% |
| 6M | -15.0% | +98.8% | -113.8% | -23.7% |
| YTD | -31.9% | +87.2% | -119.1% | -39.1% |
| 1Y | -28.5% | +239.0% | -267.5% | -42.6% |
| 3Y | -41.9% | +679.5% | -721.4% | -61.4% |
| All | -41.9% | +668.6% | -710.5% | -61.4% |
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