+887.4%
TSEM vs ACGL
+329.5%
+557.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.6% | +7.6% |
| 7D | +6.8% | -1.4% | +8.1% | +7.1% |
| 30D | -26.6% | +12.4% | -39.0% | -29.0% |
| 3M | -36.3% | +11.1% | -47.4% | -38.4% |
| 6M | -30.6% | +16.3% | -46.9% | -34.5% |
| YTD | +35.3% | +13.8% | +21.5% | +27.6% |
| 1Y | +59.2% | +20.4% | +38.8% | +47.3% |
| 3Y | +547.7% | +33.6% | +514.1% | +459.8% |
| 5Y | +337.5% | +176.8% | +160.7% | +171.2% |
| 10Y | +887.4% | +324.6% | +562.8% | +420.5% |
| All | +887.4% | +329.5% | +557.9% | +420.5% |
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