+1,301.0%
TSEM vs ACGL
+263.8%
+1,037.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.5% |
| 7D | +10.4% | -2.9% | +13.4% | +11.2% |
| 30D | -12.9% | -2.8% | -10.1% | -12.4% |
| 3M | -9.2% | +6.8% | -16.0% | -12.0% |
| 6M | +98.8% | -1.5% | +100.3% | +96.7% |
| YTD | +87.2% | -0.2% | +87.4% | +83.5% |
| 1Y | +239.0% | +5.3% | +233.7% | +225.1% |
| 3Y | +679.5% | +30.3% | +649.2% | +568.9% |
| 5Y | +667.3% | +151.8% | +515.4% | +385.6% |
| 10Y | +1,301.0% | +266.9% | +1,034.2% | +638.7% |
| All | +1,301.0% | +263.8% | +1,037.2% | +638.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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