-44.0%
ACN vs TSEM
+654.3%
-698.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.8% |
| 7D | -6.3% | +4.7% | -11.0% | -6.4% |
| 30D | -1.4% | -14.2% | +12.9% | -1.1% |
| 3M | +2.6% | -5.0% | +7.6% | +1.3% |
| 6M | -14.3% | +87.6% | -101.9% | -24.2% |
| YTD | -33.1% | +84.4% | -117.6% | -41.3% |
| 1Y | -28.8% | +235.4% | -264.2% | -43.9% |
| 3Y | -43.0% | +668.0% | -710.9% | -62.5% |
| 5Y | -44.0% | +644.7% | -688.8% | -63.6% |
| All | -44.0% | +654.3% | -698.3% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling